Harnack inequalities and heat kernel estimates for SDEs with singular drifts

DOI10.1016/j.bulsci.2012.12.003zbMath1285.60059OpenAlexW2088663624MaRDI QIDQ385938

Jing Hai Shao

Publication date: 13 December 2013

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.bulsci.2012.12.003

zbMATH Keywords

stochastic differential equationsheat kernel estimatessingular driftsHarnack inequalities

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items

Singular McKean-Vlasov SDEs: well-posedness, regularities and Wang's Harnack inequality ⋮ On stochastic Itô processes with drift in \(L_d\) ⋮ A Zvonkin's transformation for stochastic differential equations with singular drift and applications ⋮ Harnack and shift Harnack inequalities for SDEs with integrable drifts ⋮ Harnack inequalities for SDEs with multiplicative noise and non-regular drift ⋮ Harnack inequalities for functional SDEs driven by subordinate fractional Brownian motion ⋮ Harnack inequalities for functional SDEs driven by subordinate multifractional Brownian motion

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