Stochastic differential equations with Sobolev diffusion and singular drift and applications
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Publication:350684
DOI10.1214/15-AAP1159zbMath1353.60056arXiv1406.7446OpenAlexW2535419206MaRDI QIDQ350684
Publication date: 9 December 2016
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1406.7446
stabilityNavier-Stokes equationsstochastic differential equationsweak differentiabilityMalliavin differentiabilityKrylov's estimateSobolev diffusionZvonkin's transformation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Navier-Stokes equations (35Q30) Diffusion processes (60J60) Stochastic calculus of variations and the Malliavin calculus (60H07)
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