SDEs with critical time dependent drifts: weak solutions

DOI10.3150/22-BEJ1478MaRDI QIDQ2108508FDOQ2108508

Authors: Guohuan Zhao, Michael Röckner 

Publication date: 19 December 2022

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.04161

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zbMATH Keywords

weak solutionsKolmogorov equationsDe Giorgi's methodLadyzhenskaya-Prodi-Serrin condition

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Navier-Stokes equations (35Q30) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cited In (14)

• On diffusion processes with drift in a Morrey class containing \(L_{d+2}\)
• On strong solutions of Itô's equations with \(D \sigma\) and \(b\) in Morrey classes containing \(L_d\)
• Local nonuniqueness for stochastic transport equations with deterministic drift
• Weak differentiability of solutions to SDEs with semi-monotone drifts
• Stochastic differential equations with critically irregular drift coefficients
• Form-boundedness and SDEs with singular drift
• SDEs with critical time dependent drifts: weak solutions
• On weak solutions of SDEs with singular time-dependent drift and driven by stable processes
• Stability, uniqueness and existence of solutions to McKean-Vlasov stochastic differential equations in arbitrary moments
• On weak and strong solutions of time inhomogeneous Itô's equations with VMO diffusion and Morrey drift
• SDEs with critical time dependent drifts: weak solutions
• Strong solutions of stochastic differential equations with square integrable drift
• Strong solutions of SDEs with singular (form-bounded) drift via Röckner-Zhao approach
• Sharp solvability for singular SDEs

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