Stochastic differential equations with critical drifts
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Publication:2196371
Abstract: We establish the well-posedness of SDE with the additive noise when a singular drift belongs to the critical spaces. We prove that if the drift belongs to the Orlicz-critical space for satisfying , then the corresponding SDE admits a unique strong solution. We also derive the Sobolev regularity of a solution under the Orlicz-critical condition.
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Cited in
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