SDEs with critical time dependent drifts: weak solutions

DOI10.3150/22-BEJ1478MaRDI QIDQ2108508zbMATH OpenFDO

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

zbMATH Keywords

De Giorgi's methodKolmogorov equationsLadyzhenskaya-Prodi-Serrin conditionweak solutions

Mathematics Subject Classification ID

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

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Cited in

(29)

• Strong solutions of stochastic differential equations with square integrable drift
• SDEs with critical time dependent drifts: weak solutions
• Weak differentiability of solutions to SDEs with semi-monotone drifts
• On weak solutions of SDEs with singular time-dependent drift and driven by stable processes
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• On strong solutions of Itô's equations with D and b in Morrey classes containing L_d
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• SDEs with critical time dependent drifts: weak solutions
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• Some remarks on Itô stochastic processes
• Parabolic equations and SDEs with time-inhomogeneous Morrey drift
• Stochastic differential equations with low regularity growing drifts and applications
• On planar Brownian motion singularly tilted through a point potential
• SDEs with supercritical distributional drifts
• SDEs with critical time dependent drifts: strong solutions
• Stochastic differential equations with critically low regularity growing drift
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• Once again on evolution equations with monotone operators in Hilbert spaces and applications
• Non-uniqueness of (stochastic) Lagrangian trajectories for Euler equations

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