Harnack inequalities and heat kernel estimates for SDEs with singular drifts

DOI10.1016/j.bulsci.2012.12.003zbMath1285.60059OpenAlexW2088663624MaRDI QIDQ385938

Jing Hai Shao

Publication date: 13 December 2013

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.bulsci.2012.12.003

zbMATH Keywords

stochastic differential equationsheat kernel estimatessingular driftsHarnack inequalities

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items (7)

Singular McKean-Vlasov SDEs: well-posedness, regularities and Wang's Harnack inequality ⋮ On stochastic Itô processes with drift in \(L_d\) ⋮ A Zvonkin's transformation for stochastic differential equations with singular drift and applications ⋮ Harnack and shift Harnack inequalities for SDEs with integrable drifts ⋮ Harnack inequalities for SDEs with multiplicative noise and non-regular drift ⋮ Harnack inequalities for functional SDEs driven by subordinate fractional Brownian motion ⋮ Harnack inequalities for functional SDEs driven by subordinate multifractional Brownian motion

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