Strong solutions to stochastic differential equations with rough coefficients

DOI10.1214/17-AOP1208zbMath1451.60091arXiv1303.2611OpenAlexW2141107216WikidataQ129987229 ScholiaQ129987229MaRDI QIDQ1647735

Pierre-Emmanuel Jabin, Nicolas Champagnat

Publication date: 26 June 2018

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1303.2611

zbMATH Keywords

Fokker-Planck equationmaximal operatorstochastic differential equationsstrong solutionspathwise uniquenessdegenerate diffusion matrixkinetic stochastic differential equationsrough diffusion matrixrough drift

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Second-order parabolic equations (35K10)

Related Items (14)

On the Wellposedness of Some McKean Models with Moderated or Singular Diffusion Coefficient ⋮ Stability estimates for invariant measures of diffusion processes, with applications to stability of moment measures and Stein kernels ⋮ Strong solutions of a stochastic differential equation with irregular random drift ⋮ Strong convergence of the vorticity for the 2D Euler equations in the inviscid limit ⋮ Singular McKean-Vlasov SDEs: well-posedness, regularities and Wang's Harnack inequality ⋮ Strong solutions to McKean-Vlasov SDEs with coefficients of Nemytskii-type ⋮ Discretizing advection equations with rough velocity fields on non-Cartesian grids ⋮ Stochastic Lagrangian perturbation of Lie transport and applications to fluids ⋮ Singular Brownian diffusion processes ⋮ Strong uniqueness for SDEs in Hilbert spaces with nonregular drift ⋮ Existence and uniqueness of degenerate SDEs with Hölder diffusion and measurable drift ⋮ Strong Solutions of Some One-dimensional SDEs with Random and Unbounded Drifts ⋮ Pathwise uniqueness of non-uniformly elliptic SDEs with rough coefficients ⋮ On the advection-diffusion equation with rough coefficients: weak solutions and vanishing viscosity

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