Fokker-Planck type equations with Sobolev diffusion coefficients and BV drift coefficients
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Publication:1940858
DOI10.1007/s10114-012-1302-xzbMath1318.35130arXiv1105.4672OpenAlexW2170199076MaRDI QIDQ1940858
Publication date: 8 March 2013
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1105.4672
stochastic differential equationFokker-Planck equationBV regularitycommutator estimateDiPerna-Lions theory
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fokker-Planck equations (35Q84)
Related Items (4)
The Itô SDEs and Fokker–Planck equations with Osgood and Sobolev coefficients ⋮ Quantitative stability estimates for Fokker-Planck equations ⋮ Uniqueness problems for degenerate Fokker-Planck-Kolmogorov equations ⋮ Lagrangian flows driven by \(BV\) fields in Wiener spaces
Cites Work
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- Ordinary differential equations, transport theory and Sobolev spaces
- Weak uniqueness of Fokker-Planck equations with degenerate and bounded coefficients
- Transport equations and quasi-invariant flows on the Wiener space
- Stochastic flows of SDEs with irregular coefficients and stochastic transport equations
- Stochastic differential equations with coefficients in Sobolev spaces
- On flows associated to Sobolev vector fields in Wiener spaces: An approach à la DiPerna-Lions
- Fokker-Planck equations and maximal dissipativity for Kolmogorov operators with time dependent singular drifts in Hilbert spaces
- Existence and uniqueness of martingale solutions for SDEs with rough or degenerate coefficients
- Renormalized solutions of some transport equations with partially \(W^{1,1}\) velocities and applications
- Flows associated with irregular \(\mathbb R^d\)-vector fields
- Estimates and regularity results for the DiPerna-Lions flow
- Existence and Uniqueness of Solutions to Fokker–Planck Type Equations with Irregular Coefficients
- WELL-POSEDNESS OF FOKKER–PLANCK TYPE EQUATIONS ON THE WIENER SPACE
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