A Zvonkin's transformation for stochastic differential equations with singular drift and applications

DOI10.1016/j.jde.2021.06.031zbMath1491.60092arXiv1910.05903OpenAlexW3174110646MaRDI QIDQ2042679

Chenggui Yuan, Shao-Qin Zhang

Publication date: 21 July 2021

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.05903

zbMATH Keywords

Harnack inequalityKrylov's estimateZvonkin's transformationsingular diffusion processes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items (15)

Singular McKean-Vlasov (reflecting) SDEs with distribution dependent noise ⋮ Distribution dependent SDEs for Navier-Stokes type equations ⋮ A new type distribution-dependent SDE for singular nonlinear PDE ⋮ Exponential ergodicity for singular reflecting McKean-Vlasov SDEs ⋮ Approximation of distribution-independent and distribution-dependent stochastic differential equations with singular drifts ⋮ Distribution dependent reflecting stochastic differential equations ⋮ Singular McKean-Vlasov SDEs: well-posedness, regularities and Wang's Harnack inequality ⋮ Killed distribution dependent SDE for nonlinear Dirichlet problem ⋮ One-dimensional SDEs with LPS-type singular drift coefficients and Hölder continuous diffusion coefficients ⋮ Stability estimates for singular SDEs and applications ⋮ Existence and non-uniqueness of stationary distributions for distribution dependent SDEs ⋮ Derivative formula for singular McKean-Vlasov SDEs ⋮ Wellposedness of conditional McKean-Vlasov equations with singular drifts and regime-switching ⋮ Singular density dependent stochastic differential equations ⋮ Transportation cost inequalities for SDEs with irregular drifts

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