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Local Holder continuity property of the Densities of Solutions of SDEs with Singular Coefficients
Malliavin Calculus non-smooth drift density function Probability
2012/6/21
We prove that the weak solution of a uniformly elliptic stochastic differential equation with locally smooth diffusion coefficient and H\"{o}lder continuous drift has a H\"{o}lder continuous density f...
On spectral properties of the fourth order differential operator with singular coefficients
spectral properties differential operator singular coefficients
2010/11/22
A formal fourth order differential operator with a singular coefficient that is a linear combination of the Dirac delta-function and its derivatives is considered. The asymptotic behavior of spectra ...