Feller generators and stochastic differential equations with singular (form-bounded) drift (Q824112)
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English | Feller generators and stochastic differential equations with singular (form-bounded) drift |
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Feller generators and stochastic differential equations with singular (form-bounded) drift (English)
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14 December 2021
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Based on a \(W^{1,{qd}/{d-2}}\) estimate on solutions to the corresponding elliptic equation in \(L^{q}\) and a \(L^{r}\rightarrow L^{\infty}\) iteration procedure, the authors construct weak solutions to the Itô and to the Stratonovich stochastic differential equations having critical-order singularities in the drift and critical-order discontinuities in the dispersion matrix.
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weak solutions
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singularities
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