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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...
Holder continuity and injectivity of optimal maps
Holder continuity injectivity of optimal maps Analysis of PDEs Differential Geometry
2011/8/25
Abstract: Consider transportation of one distribution of mass onto another, chosen to optimize the total expected cost, where cost per unit mass transported from x to y is given by a smooth function c...