Sobolev differentiable flows of SDEs with local Sobolev and super-linear growth coefficients (Q504243): Difference between revisions

The authors establish a characterization for Sobolev differentiability of random fields. They use their characterization to prove weak differentiability of solutions to stochastic differential equations with local Sobolev and super-linear growth coefficients, with respect to the starting point. They go on to study the strong Feller property and the irreducibility of the associated diffusion semigroup.