Hölder Flow and Differentiability for SDEs with Nonregular Drift

Random fields (60G60) Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Second-order parabolic equations (35K10)

Cites Work

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Existence and uniqueness results for semilinear stochastic partial differential equations
The heat equation in $L_{q}((0,T),L_{p})$-spaces with weights
Well-posedness of the transport equation by stochastic perturbation
Strong solutions of stochastic equations with singular time dependent drift
Existence of strong solutions for Itô's stochastic equations via approximations
Pathwise uniqueness and continuous dependence for SDEs with non-regular drift
Strong solutions of SDEs with singular drift and Sobolev diffusion coefficients
Stochastic flows of diffeomorphisms for one-dimensional SDE with discontinuous drift
On Positive Solutions of the Equation $\mathfrak{A}U + Vu = 0$

Cited In (46)

Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness
Sobolev differentiable stochastic flows for SDEs with singular coefficients: applications to the transport equation
A simple method for the existence of a density for stochastic evolutions with rough coefficients
Well-posedness of SDEs with drifts in mixed-norm spaces and driven by mixed-noises
Regularization by noise and flows of solutions for a stochastic heat equation
Singular Brownian diffusion processes
Stability estimates for singular SDEs and applications
Some Remarks on Davie’s Uniqueness Theorem
Harnack inequalities for SDEs with multiplicative noise and non-regular drift
Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle
The perfection of local semi-flows and local random dynamical systems with applications to SDEs
Pathwise uniqueness for a class of SPDEs driven by cylindrical $\alpha $-stable processes
Stochastic differential equations with local growth singular drifts
On a maximal inequality and its application to SDEs with singular drift
On the stochastic flow generated by the one default model in one-dimensional case
The second-order parabolic PDEs with singular coefficients and applications
Strong Solutions of Some One-dimensional SDEs with Random and Unbounded Drifts
Quantitative stability estimates for Fokker-Planck equations
Non-symmetric distorted Brownian motion: strong solutions, strong Feller property and non-explosion results
Ergodicity of stochastic differential equations with jumps and singular coefficients
On Davie’s uniqueness for some degenerate SDEs
Stochastic differential equations with critically irregular drift coefficients
Stochastic differential equations with critical drifts
Stochastic differential equations with singular coefficients on the straight line
Stochastic regularization for transport equations
A BSDEs approach to pathwise uniqueness for stochastic evolution equations
Exponential almost sure synchronization of one-dimensional diffusions with nonregular coefficients
Stochastic Hamiltonian flows with singular coefficients
Nonstandard stochastic control with nonlinear Feynman-Kac costs
Stochastic Lagrangian perturbation of Lie transport and applications to fluids
Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients
Initial-boundary value problem for stochastic transport equations
Quasi-invariance of the stochastic flow associated to Itô's SDE with singular time-dependent drift
Existence, uniqueness and ergodic properties for time-homogeneous Itô-SDEs with locally integrable drifts and Sobolev diffusion coefficients
Pointwise weak existence for diffusions associated with degenerate elliptic forms and 2-admissible weights
Stochastic continuity equations -- a general uniqueness result
The interaction between noise and transport mechanisms in PDEs
Strong solutions of stochastic differential equations with square integrable drift
Wellposedness for stochastic continuity equations with Ladyzhenskaya-Prodi-Serrin condition
Davie's type uniqueness for a class of SDEs with jumps
A variational approach to the construction and Malliavin differentiability of strong solutions of SDEs
Singular SDEs with critical non-local and non-symmetric Lévy type generator
The Itô SDEs and Fokker–Planck equations with Osgood and Sobolev coefficients
Strong solutions to stochastic differential equations with rough coefficients
Stochastic transport equation with bounded and Dini continuous drift
Stochastic flows for Lévy processes with Hölder drifts

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