Feller generators and stochastic differential equations with singular (form-bounded) drift
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Publication:824112
zbMath1498.60223arXiv1904.01268MaRDI QIDQ824112
Yuliy A. Semënov, Damir Kinzebulatov
Publication date: 14 December 2021
Published in: Osaka Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.01268
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov semigroups and applications to diffusion processes (47D07) Singular elliptic equations (35J75)
Related Items (7)
Some properties of solutions of Itô equations with drift in \(L_{d+1}\) ⋮ Feller generators and stochastic differential equations with singular (form-bounded) drift ⋮ Stochastic equations with time-dependent singular drift ⋮ On diffusion processes with drift in \(L_{d+1}\) ⋮ Sharp solvability for singular SDEs ⋮ SDEs with critical time dependent drifts: weak solutions ⋮ Regularity of solutions to Kolmogorov equation with Gilbarg-Serrin matrix
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