Some properties of solutions of Itô equations with drift in \(L_{d+1}\)

DOI10.1016/j.spa.2022.01.021zbMath1494.60065arXiv2011.04589OpenAlexW3117964123MaRDI QIDQ2121085

Nicolai V. Krylov

Publication date: 1 April 2022

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.04589

zbMATH Keywords

transport equationdiffusion processesItô's equations with singular drift

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items

On Nondegenerate Itô Processes with Moderated Drift, SDEs with critical time dependent drifts: weak solutions

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