Well-posedness and large deviation for degenerate SDEs with Sobolev coefficients (Q1941166): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Created claim: MaRDI profile type (P1460): MaRDI publication profile (Q5976449), #quickstatements; #temporary_batch_1710401498911 |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 11:01, 14 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Well-posedness and large deviation for degenerate SDEs with Sobolev coefficients |
scientific article |
Statements
Well-posedness and large deviation for degenerate SDEs with Sobolev coefficients (English)
0 references
11 March 2013
0 references
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.
0 references
DiPerna-Lions theory
0 references
generalized stochastic flow
0 references
Hardy-Littlewood maximal function
0 references
large deviation
0 references