Stability estimates for singular SDEs and applications

DOI10.1214/23-EJP913arXiv2208.03670OpenAlexW4319736587MaRDI QIDQ6165205

Author name not available (Why is that?)

Publication date: 4 July 2023

Published in: (Search for Journal in Brave)

Abstract: We consider multidimensional SDEs with singular drift

b

and Sobolev diffusion coefficients

s i g m a

, satisfying Krylov--R"ockner type assumptions. We prove several stability estimates, comparing solutions driven by different

(b^{i}, s i g m a^{i})

, both for It^o and Stratonovich SDEs, possibly depending on negative Sobolev norms of the difference

b^{1} - b^{2}

. We then discuss several applications of these results to McKean--Vlasov SDEs, criteria for strong compactness of solutions and Wong--Zakai type theorems.

Full work available at URL: https://arxiv.org/abs/2208.03670

zbMATH Keywords

No records found.

Mathematics Subject Classification ID

No records found.

This page was built for publication: Stability estimates for singular SDEs and applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6165205)