Existence, uniqueness and ergodic properties for time-homogeneous It\^o-SDEs with locally integrable drifts and Sobolev diffusion coefficients

DOI10.2748/TMJ.20200218zbMath1517.60079arXiv1708.01152WikidataQ114040404 ScholiaQ114040404MaRDI QIDQ6289749

Hae Sung Lee, Gerald Trutnau

Publication date: 3 August 2017

Mathematics Subject Classification ID

Smoothness and regularity of solutions to PDEs (35B65) Dirichlet forms (31C25) Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Transition functions, generators and resolvents (60J35) Stochastic integral equations (60H20)

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