Existence, uniqueness and ergodic properties for time-homogeneous Itô-SDEs with locally integrable drifts and Sobolev diffusion coefficients

DOI10.2748/TMJ.20200218MaRDI QIDQ2234896zbMATH OpenOpenAlexWikidataFDO

Authors Hae Sung Lee, Gerald Trutnau

Publication date 19 October 2021

Published in Tôhoku Mathematical Journal. Second Series (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1708.01152

zbMATH Keywords

ergodicitynon-explosionrecurrencestrong Feller propertyinvariant probability measurepathwise uniquenesselliptic and parabolic regularity

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Smoothness and regularity of solutions to PDEs (35B65) Dirichlet forms (31C25) Transition functions, generators and resolvents (60J35) Stochastic integral equations (60H20)

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Cited in

(8)

• SDEs with critical time dependent drifts: weak solutions
• The local principle of large deviations for solutions of Itô stochastic equations with quick drift
• Conservativeness and uniqueness of invariant measures related to non-symmetric divergence type operators
• Existence and uniqueness of (infinitesimally) invariant measures for second order partial differential operators on Euclidean space
• Integrability conditions for SDEs and semilinear SPDEs
• Uniqueness and regularity for a system of interacting Bessel processes via the Muckenhoupt condition
• Existence, uniqueness and ergodic properties for time-homogeneous It\^o-SDEs with locally integrable drifts and Sobolev diffusion coefficients
• Analytic theory of Itô-stochastic differential equations with non-smooth coefficients

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