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

DOI10.2748/TMJ.20200218OpenAlexW3177167730WikidataQ114040404 ScholiaQ114040404MaRDI QIDQ2234896FDOQ2234896

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

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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)

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

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