Counterexamples to local Lipschitz and local Hölder continuity with respect to the initial values for additive noise driven SDEs with smooth drift coefficient functions with at most polynomially growing derivatives
Jentzen A, Kuckuck B, Müller-Gronbach T, Yaroslavtseva L
Research article (journal) | Peer reviewedDetails about the publication
Journal: Discrete and Continuous Dynamical Systems - Series B
Volume: 27
Issue: 7
Page range: 3707-3724
Status: Published
Release year: 2022
Language in which the publication is written: English
Link to the full text: https://www.aimsciences.org/article/doi/10.3934/dcdsb.2021203
Keywords: Stochastic differential equations; SDEs; regularity analysis; counterexample; initial value regularity
Authors from the University of Münster
| Jentzen, Arnulf | Institute for Analysis and Numerics |
| Kuckuck, Benno | Mathematical Institute |