SDEs with critical time dependent drifts: weak solutions
From MaRDI portal
Publication:2108508
DOI10.3150/22-BEJ1478MaRDI QIDQ2108508
Guohuan Zhao, Michael Roeckner
Publication date: 19 December 2022
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2012.04161
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Navier-Stokes equations (35Q30) Diffusion processes (60J60)
Related Items (6)
Stochastic differential equations with critically irregular drift coefficients ⋮ On diffusion processes with drift in a Morrey class containing \(L_{d+2}\) ⋮ On strong solutions of Itô's equations with \(D \sigma\) and \(b\) in Morrey classes containing \(L_d\) ⋮ Sharp solvability for singular SDEs ⋮ Strong solutions of stochastic differential equations with square integrable drift ⋮ SDEs with critical time dependent drifts: weak solutions
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Stochastic differential equations with Sobolev diffusion and singular drift and applications
- A variational approach to the construction and Malliavin differentiability of strong solutions of SDEs
- The Navier-Stokes equations in the critical Lebesgue space
- Stochastic homeomorphism flows of SDEs with singular drifts and Sobolev diffusion coefficients
- Feller generators and stochastic differential equations with singular (form-bounded) drift
- Backward uniqueness for parabolic equations
- Singular Brownian diffusion processes
- Strong solutions of stochastic equations with singular time dependent drift
- On time inhomogeneous stochastic Itô equations with drift in \(L_{D+1}\)
- On stochastic Itô processes with drift in \(L_d\)
- On stochastic equations with drift in \({L_d}\)
- On strong solutions of Itô's equations with \(\sigma\in W_{\mathtt{d}}^1\) and \(\mathtt{b}\in{L_{\mathtt{d}}}\)
- SDEs with critical time dependent drifts: weak solutions
- Some properties of solutions of Itô equations with drift in \(L_{d+1}\)
- Stochastic equations with time-dependent singular drift
- \(L^q(L^p)\)-theory of stochastic differential equations
- Stochastic differential equations with critical drifts
- Stochastic Lagrangian path for Leray's solutions of 3D Navier-Stokes equations
- Existence, uniqueness and ergodic properties for time-homogeneous Itô-SDEs with locally integrable drifts and Sobolev diffusion coefficients
- Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness
- Brownian motion with general drift
- Sobolev differentiable stochastic flows for SDEs with singular coefficients: applications to the transport equation
- A profile decomposition approach to the \(L^\infty _t(L^{3}_x)\) Navier-Stokes regularity criterion
- The De Giorgi method for regularity of solutions of elliptic equations and its applications to fluid dynamics
- Strong solutions of SDEs with singular drift and Sobolev diffusion coefficients
- On diffusion processes with drift in \(L_d\)
- The Heat Equation inLq((0,T),Lp)-Spaces with Weights
- Pathwise uniqueness and continuous dependence for SDEs with non-regular drift
- Fourier Analysis and Nonlinear Partial Differential Equations
- The Harnack inequality and related properties for solutions of elliptic and parabolic equations with divergence-free lower-order coefficients
- Classical Fourier Analysis
- ON EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC EQUATIONS
- On the Uniqueness in Law and the Pathwise Uniqueness for Stochastic Differential Equations
- A stochastic Lagrangian representation of the three‐dimensional incompressible Navier‐Stokes equations
- A stochastic representation for backward incompressible Navier-Stokes equations
- A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT
This page was built for publication: SDEs with critical time dependent drifts: weak solutions