Degenerate SDEs in Hilbert spaces with rough drifts

DOI10.1142/S0219025715500265zbMath1334.60115arXiv1501.04150OpenAlexW2964297185MaRDI QIDQ2790331

Xicheng Zhang, Feng-Yu Wang

Publication date: 3 March 2016

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1501.04150

zbMATH Keywords

Hilbert spacesmild solutionsdegenerate stochastic differential equationsregularization transformrough drifts

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (11)

New regularity of Kolmogorov equation and application on approximation of semi-linear SPDEs with Hölder continuous drifts ⋮ Well-posedness of SDEs with drifts in mixed-norm spaces and driven by mixed-noises ⋮ Scaling limit of a kinetic inhomogeneous stochastic system in the quadratic potential ⋮ Degenerate SDEs with singular drift and applications to Heisenberg groups ⋮ Well-posedness of semilinear stochastic wave equations with Hölder continuous coefficients ⋮ Hypercontractivity and applications for stochastic Hamiltonian systems ⋮ Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory ⋮ Harnack and shift Harnack inequalities for degenerate (functional) stochastic partial differential equations with singular drifts ⋮ Degenerate SDE with Hölder--Dini Drift and Non-Lipschitz Noise Coefficient ⋮ Harnack and shift Harnack inequalities for SDEs with integrable drifts ⋮ Schauder estimates for nonlocal kinetic equations and applications

Cites Work

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• Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift
• Strong uniqueness for SDEs in Hilbert spaces with nonregular drift
• Gradient estimates and applications for SDEs in Hilbert space with multiplicative noise and Dini continuous drift
• Strong uniqueness for stochastic evolution equations with unbounded measurable drift term
• Pathwise uniqueness for a class of SDE in Hilbert spaces and applications
• A concise course on stochastic partial differential equations
• On the uniqueness of solutions of stochastic differential equations
• Stochastic Equations in Infinite Dimensions
• A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT

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