加载中…
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 function. This result complements recent results of Fournier-Printems \cite{F1}, where the density is shown to exist if both coefficients are H"{o}lder continuous and exemplifies the role of the drift coefficient in the regularity of the density of a diffusion.

生成讲解博客的中文版本

生成AI智能校验的中文版本