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随机微分方程解的分布关于初值在全变差范数下的连续性（英文）

The Continuity of SDE With Respect to Initial Value in the Total Variation
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摘要 记X_t(x)为由布朗运动驱动的随机微分方程的解,x为其初值.如果Hrmander条件成立且方程的解全局存在,本文证明了X_t(x)的分布关于初值x在全变差范数下连续. Let Xt （x） be the solution of stochastic differential equation driven by Brownian motion, here x is the initial value. If the HSrmander＇s condition holds and the solution globally exists, we prove that the law of Xt（x） is continuous in variable x with respect to the total variation distance.
作者 彭旭辉
机构地区 湖南师范大学数学与计算机科学学院 中国科学院数学与系统科学研究院
出处 《数学进展》 CSCD 北大核心 2015年第5期783-788,共6页 Advances in Mathematics（China）
基金 supported by the Youth Scientific Research Fund of Hunan Normal.University(No.Math140650) the Scientific Research Foundation for Ph.D Hunan Normal University(No.Math140675)
关键词 随机微分方程 Hormander条件 强Feller性 stochastic differential equations HSrmander＇s condition strong Feller property
分类号 O211.63 [理学—概率论与数理统计]
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2015年 第5期

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