Well-posedness and large deviation for degenerate SDEs with Sobolev coefficients (Q1941166): Difference between revisions

Summary: We prove existence and uniqueness of solutions to degenerate stochastic differential equations with Sobolev (possibly singular) drift and diffusion coefficients in a generalized sense. In particular, our result covers the classical DiPerna-Lions flows, and we also obtain well-posedness for degenerate Fokker-Planck equations with irregular coefficients. Moreover, a large deviation principle of Freidlin-Wenzell-type for this type of SDEs is established.