On stochastic equations with drift in \({L_d}\)

DOI10.1214/21-AOP1510zbMath1489.60102arXiv2001.04008OpenAlexW3204763210MaRDI QIDQ2057205

Nicolai V. Krylov

Publication date: 8 December 2021

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.04008

zbMATH Keywords

weak uniquenessItô equationshigher summability of Green's functions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stochastic integral equations (60H20)

Related Items

Some properties of solutions of Itô equations with drift in \(L_{d+1}\), Stochastic equations with time-dependent singular drift, Elliptic equations in divergence form with drifts in 𝐿², Dirichlet and Neumann problems for elliptic equations with singular drifts on Lipschitz domains, Elliptic equations in Sobolev spaces with Morrey drift and the zeroth-order coefficients, On diffusion processes with drift in \(L_{d+1}\), On Nondegenerate Itô Processes with Moderated Drift, A review of some new results in the theory of linear elliptic equations with drift in L_d, Stochastic differential equations with critically irregular drift coefficients, Calderón-Zygmund estimates for the fully nonlinear obstacle problem with super-linear Hamiltonian terms and unbounded ingredients, On diffusion processes with drift in a Morrey class containing \(L_{d+2}\), On potentials of Itô's processes with drift in \(L_{d+1}\), On strong solutions of Itô's equations with \(\sigma\in W_{\mathtt{d}}^1\) and \(\mathtt{b}\in{L_{\mathtt{d}}}\), Aleksandrov-Bakelman-Pucci maximum principle for \(L^p\)-viscosity solutions of equations with unbounded terms, SDEs with critical time dependent drifts: weak solutions, Aleksandrov’s estimates for elliptic equations with drift in Morrey spaces containing 𝐿_{𝑑}

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