Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift (Q2216048)

Based on author's abstract: In this paper, a type of non-degenerate Brownian SDEs with Hölder continuous in space diffusion coefficients and unbounded drift with linear growth is considered by the authors. The authors obtain two sided bounds for the associated density and pointwise controls of its derivatives up to order two under some additional spatial Hölder continuity assumptions on the drift. Above all, by the unbounded drift through an auxiliary, possibly regularized, flow, the estimates reflect the transport of the initial condition well.