Existence, uniqueness and ergodic properties for time-homogeneous Itô-SDEs with locally integrable drifts and Sobolev diffusion coefficients

DOI10.2748/tmj.20200218OpenAlexW3177167730WikidataQ114040404 ScholiaQ114040404MaRDI QIDQ2234896

Hae Sung Lee, Gerald Trutnau

Publication date: 19 October 2021

Published in: Tôhoku Mathematical Journal. Second Series (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1708.01152

zbMATH Keywords

ergodicityrecurrencepathwise uniquenessnon-explosionstrong Feller propertyinvariant probability measureelliptic and parabolic regularity

Mathematics Subject Classification ID

Smoothness and regularity of solutions to PDEs (35B65) Dirichlet forms (31C25) Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Transition functions, generators and resolvents (60J35) Stochastic integral equations (60H20)

Related Items

Conservativeness and uniqueness of invariant measures related to non-symmetric divergence type operators, Existence and uniqueness of (infinitesimally) invariant measures for second order partial differential operators on Euclidean space, SDEs with critical time dependent drifts: weak solutions

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