Stochastic equations with time-dependent singular drift
From MaRDI portal
Publication:2172469
DOI10.1016/j.jde.2022.07.042OpenAlexW4287181407MaRDI QIDQ2172469
Damir Kinzebulatov, K. R. Madou
Publication date: 15 September 2022
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2105.07312
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov semigroups and applications to diffusion processes (47D07) Singular elliptic equations (35J75) Feller processes (60G53)
Related Items (6)
Estimates in \(L_p\) for solutions of SPDEs with coefficients in Morrey classes ⋮ Stochastic differential equations with critically irregular drift coefficients ⋮ One-dimensional SDEs with LPS-type singular drift coefficients and Hölder continuous diffusion coefficients ⋮ 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
- Stochastic differential equations with Sobolev diffusion and singular drift and applications
- Stochastic homeomorphism flows of SDEs with singular drifts and Sobolev diffusion coefficients
- Feller generators and stochastic differential equations with singular (form-bounded) drift
- Some weighted norm inequalities concerning the Schrödinger operators
- Brownian motion with singular drift
- 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 \(\mathtt{b}\in{L_{\mathtt{d}}}\)
- Regularity of solutions to Kolmogorov equation with Gilbarg-Serrin matrix
- \(L^q(L^p)\)-theory of stochastic differential equations
- Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness
- Brownian motion with general drift
- Regularity theorems for parabolic equations
- Feller evolution families and parabolic equations with form-bounded vector fields
- Strong solutions of SDEs with singular drift and Sobolev diffusion coefficients
- On diffusion processes with drift in \(L_d\)
- Brownian Motion With Polar Drift
- Schrödinger operators with l l/2w(Rl) -potentials
- $C_0$-Semigroups in $L^p ({\bf R}^d )$ and $\widehat{C}({\bf R}^d )$ Spaces Generated by the Differential Expression $\Delta + b \cdot \nabla$
- A new approach to the $L^p$-theory of $-\Delta + b \cdot \nabla$, and its applications to Feller processes with general drifts
- On the theory of the Kolmogorov operator in the spaces $L^p$ and $C_\infty$
- Regularity theory of Kolmogorov operator revisited
This page was built for publication: Stochastic equations with time-dependent singular drift
