Sobolev differentiable flows of SDEs with local Sobolev and super-linear growth coefficients (Q504243)
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English | Sobolev differentiable flows of SDEs with local Sobolev and super-linear growth coefficients |
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Sobolev differentiable flows of SDEs with local Sobolev and super-linear growth coefficients (English)
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13 January 2017
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The authors establish a characterization for Sobolev differentiability of random fields. They use their characterization to prove weak differentiability of solutions to stochastic differential equations with local Sobolev and super-linear growth coefficients, with respect to the starting point. They go on to study the strong Feller property and the irreducibility of the associated diffusion semigroup.
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weak differentiability
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Krylov's estimate
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Zvonkin's transformation
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strong Feller differentiability
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irreducibility
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