The Itô SDEs and Fokker–Planck equations with Osgood and Sobolev coefficients

DOI10.1080/17442508.2017.1357723zbMath1498.60228arXiv1605.02820OpenAlexW2963568084MaRDI QIDQ5085841

De Jun Luo

Publication date: 30 June 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.02820

zbMATH Keywords

stochastic differential equationFokker-Planck equationstochastic flowDiPerna-Lions theoryOsgood and Sobolev condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) PDEs with randomness, stochastic partial differential equations (35R60) Fokker-Planck equations (35Q84)

Related Items (1)

On the Ambrosio-Figalli-Trevisan superposition principle for probability solutions to Fokker-Planck-Kolmogorov equations

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