Stochastic homeomorphism flows of SDEs with singular drifts and Sobolev diffusion coefficients

From MaRDI portal
Revision as of 08:20, 30 January 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:638427

DOI10.1214/EJP.v16-887zbMath1225.60099arXiv1010.3403MaRDI QIDQ638427

Xicheng Zhang

Publication date: 9 September 2011

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.3403




Related Items (70)

New regularity of Kolmogorov equation and application on approximation of semi-linear SPDEs with Hölder continuous driftsFeller generators and stochastic differential equations with singular (form-bounded) driftStochastic transport equation with bounded and Dini continuous driftEstimates for invariant probability measures of degenerate SPDEs with singular and path-dependent driftsA Wong-Zakai theorem for SDEs with singular driftSDEs with random and irregular coefficientsStochastic differential equations with singular coefficients on the straight lineThe Smoluchowski-Kramers limits of stochastic differential equations with irregular coefficientsStrong solutions of a stochastic differential equation with irregular random driftStrong solutions of stochastic differential equations with coefficients in mixed-norm spacesStrong solutions to stochastic differential equations with rough coefficientsA stochastic variational approach to viscous Burgers equationsStochastic equations with time-dependent singular driftConvergence rate of the EM algorithm for SDEs with low regular driftsStochastic differential equations with Sobolev drifts and driven by \(\alpha\)-stable processesErgodicity of stochastic differential equations with jumps and singular coefficientsHarnack inequalities and heat kernel estimates for SDEs with singular driftsOn the strong Feller property for stochastic delay differential equations with singular drift\(L^q(L^p)\)-theory of stochastic differential equationsDistribution dependent SDEs for Landau type equationsEstimate of transition kernel for Euler-Maruyama scheme for SDEs driven by \(\alpha\)-stable noise and applicationsDistribution dependent reflecting stochastic differential equationsSingular McKean-Vlasov SDEs: well-posedness, regularities and Wang's Harnack inequalityStrong solutions to McKean-Vlasov SDEs with coefficients of Nemytskii-typeStochastic differential equations with critically irregular drift coefficientsBrownian motion with singular time-dependent driftOne-dimensional SDEs with LPS-type singular drift coefficients and Hölder continuous diffusion coefficientsWell-posedness and stability for a class of stochastic delay differential equations with singular driftOn weak solutions of SDEs with singular time-dependent drift and driven by stable processesStochastic differential equations with critical driftsStochastic Lagrangian perturbation of Lie transport and applications to fluidsRegularization by transport noises for 3D MHD equationsOn the pathwise uniqueness for a class of degenerate Itô-stochastic differential equationsQuasi-invariance of the stochastic flow associated to Itô's SDE with singular time-dependent driftStochastic flows for Lévy processes with Hölder driftsStochastic flows of SDEs with non-Lipschitz coefficients and singular timeStochastic Lagrangian path for Leray's solutions of 3D Navier-Stokes equationsRegularization by noise and flows of solutions for a stochastic heat equationExistence, uniqueness and ergodic properties for time-homogeneous Itô-SDEs with locally integrable drifts and Sobolev diffusion coefficientsWell-posedness and long time behavior of singular Langevin stochastic differential equationsSupercritical SDEs driven by multiplicative stable-like Lévy processesQuantitative stability estimates for multiscale stochastic dynamical systemsDegenerate SDEs with singular drift and applications to Heisenberg groupsMcKean-Vlasov SDEs with drifts discontinuous under Wasserstein distanceQuantitative stability estimates for Fokker-Planck equationsSingular Brownian diffusion processesDistribution dependent SDEs with singular coefficientsAveraging principle and normal deviations for multiscale stochastic systemsExistence and regularity of infinitesimally invariant measures, transition functions and time-homogeneous Itô-SDEsStochastic Hamiltonian flows with singular coefficientsRegularity properties of jump diffusions with irregular coefficientsStrong Feller property and continuous dependence on initial data for one-dimensional stochastic differential equations with Hölder continuous coefficientsExistence and uniqueness of degenerate SDEs with Hölder diffusion and measurable driftStrong well posedness of McKean-Vlasov stochastic differential equations with hölder driftMalliavin and flow regularity of SDEs. Application to the study of densities and the stochastic transport equationA Zvonkin's transformation for stochastic differential equations with singular drift and applicationsPath-distribution dependent SDEs with singular coefficientsDegenerate SDE with Hölder--Dini Drift and Non-Lipschitz Noise CoefficientTransportation cost inequalities for SDEs with irregular driftsStrong solutions of stochastic differential equations with square integrable driftOn strong solutions of Itô's equations with \(\sigma\in W_{\mathtt{d}}^1\) and \(\mathtt{b}\in{L_{\mathtt{d}}}\)Harnack and shift Harnack inequalities for SDEs with integrable driftsQuadratic transportation inequalities for SDEs with measurable driftExponential convergence for functional SDEs with Hölder continuous driftSchauder estimates for nonlocal kinetic equations and applicationsHarnack inequalities for SDEs with multiplicative noise and non-regular driftOptimal stability estimates and a new uniqueness result for advection-diffusion equationsThe perfection of local semi-flows and local random dynamical systems with applications to SDEsRegularity theory of Kolmogorov operator revisitedSDEs with critical time dependent drifts: weak solutions






This page was built for publication: Stochastic homeomorphism flows of SDEs with singular drifts and Sobolev diffusion coefficients