On the law of the minimum of the solutions to a class of unidimensional SDEs

Giuseppe Da Prato, Alessandra Lunardi, Luciano Tubaro

We prove that the law of the minimum $m:={\min }_{t\in [0,1]}\xi (t)$ of the solution $\xi$ to a one-dimensional ODE with good nonlinearity has continuous density with respect to the Lebes…