SDEs with critical time dependent drifts: weak solutions (Q2108508)

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English	SDEs with critical time dependent drifts: weak solutions	scientific article

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scholarly article

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SDEs with critical time dependent drifts: weak solutions (English)

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Michael Roeckner

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publication date

19 December 2022

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full work available at URL

https://arxiv.org/abs/2012.04161

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https://projecteuclid.org/journals/bernoulli/volume-29/issue-1/SDEs-with-critical-time-dependent-drifts-Weak-solutions/10.3150/22-BEJ1478.full

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zbMATH Keywords

De Giorgi's method

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Kolmogorov equations

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Ladyzhenskaya-Prodi-Serrin condition

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weak solutions

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MaRDI profile type

MaRDI publication profile

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Fourier Analysis and Nonlinear Partial Differential Equations

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Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness

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The De Giorgi method for regularity of solutions of elliptic equations and its applications to fluid dynamics

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On the Uniqueness in Law and the Pathwise Uniqueness for Stochastic Differential Equations

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A stochastic Lagrangian representation of the three‐dimensional incompressible Navier‐Stokes equations

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The Navier-Stokes equations in the critical Lebesgue space

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Backward uniqueness for parabolic equations

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Pathwise uniqueness and continuous dependence for SDEs with non-regular drift

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A profile decomposition approach to the \(L^\infty _t(L^{3}_x)\) Navier-Stokes regularity criterion

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Classical Fourier Analysis

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Stochastic equations with time-dependent singular drift

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Feller generators and stochastic differential equations with singular (form-bounded) drift

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Brownian motion with general drift

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The Heat Equation in<i>L<sub>q</sub></i>((0,<i>T</i>),<i>L<sub>p</sub></i>)-Spaces with Weights

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On strong solutions of Itô's equations with \(\sigma\in W_{\mathtt{d}}^1\) and \(\mathtt{b}\in{L_{\mathtt{d}}}\)

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On time inhomogeneous stochastic Itô equations with drift in \(L_{D+1}\)

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On diffusion processes with drift in \(L_d\)

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On stochastic equations with drift in \({L_d}\)

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On stochastic Itô processes with drift in \(L_d\)

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Some properties of solutions of Itô equations with drift in \(L_{d+1}\)

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Strong solutions of stochastic equations with singular time dependent drift

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Existence, uniqueness and ergodic properties for time-homogeneous Itô-SDEs with locally integrable drifts and Sobolev diffusion coefficients

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A variational approach to the construction and Malliavin differentiability of strong solutions of SDEs

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Sobolev differentiable stochastic flows for SDEs with singular coefficients: applications to the transport equation

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Stochastic differential equations with critical drifts

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The Harnack inequality and related properties for solutions of elliptic and parabolic equations with divergence-free lower-order coefficients

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SDEs with critical time dependent drifts: weak solutions

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ON EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC EQUATIONS

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\(L^q(L^p)\)-theory of stochastic differential equations

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Strong solutions of SDEs with singular drift and Sobolev diffusion coefficients

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A stochastic representation for backward incompressible Navier-Stokes equations

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

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Stochastic differential equations with Sobolev diffusion and singular drift and applications

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Singular Brownian diffusion processes

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Stochastic Lagrangian path for Leray's solutions of 3D Navier-Stokes equations

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A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT

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Identifiers

10.3150/22-BEJ1478

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2108508

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