Brownian motion with general drift

DOI10.1016/j.spa.2019.08.003zbMath1435.60047arXiv1710.06729OpenAlexW2968463132WikidataQ127405212 ScholiaQ127405212MaRDI QIDQ2309583

Yuliy A. Semënov, Damir Kinzebulatov

Publication date: 1 April 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.06729

zbMATH Keywords

stochastic differential equationselliptic operatorsFeller processes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov semigroups and applications to diffusion processes (47D07) Singular elliptic equations (35J75)

Related Items (15)

Feller generators and stochastic differential equations with singular (form-bounded) drift ⋮ Markov semi-groups generated by elliptic operators with divergence-free drift ⋮ Stochastic equations with time-dependent singular drift ⋮ \(L^q(L^p)\)-theory of stochastic differential equations ⋮ Elliptic equations in Sobolev spaces with Morrey drift and the zeroth-order coefficients ⋮ On admissible singular drifts of symmetric α‐stable process ⋮ Stochastic differential equations with critically irregular drift coefficients ⋮ Regularity for parabolic equations with singular non-zero divergence vector fields ⋮ Sharp solvability for singular SDEs ⋮ Stochastic Lagrangian path for Leray's solutions of 3D Navier-Stokes equations ⋮ Strong solutions of stochastic differential equations with square integrable drift ⋮ Regularity theory of Kolmogorov operator revisited ⋮ SDEs with critical time dependent drifts: weak solutions ⋮ Aleksandrov’s estimates for elliptic equations with drift in Morrey spaces containing 𝐿_{𝑑} ⋮ Regularity of solutions to Kolmogorov equation with Gilbarg-Serrin matrix

Cites Work

• Unnamed Item
• Some weighted norm inequalities concerning the Schrödinger operators
• Brownian motion with singular drift
• Singular stochastic differential equations.
• Regularity theorems for parabolic equations
• Uniqueness of stable processes with 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

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