Hölder Flow and Differentiability for SDEs with Nonregular Drift

DOI10.1080/07362994.2012.628908zbMath1281.60055OpenAlexW1978756531MaRDI QIDQ2844037

Ennio Fedrizzi, Franco Flandoli

Publication date: 27 August 2013

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

Full work available at URL: https://doi.org/10.1080/07362994.2012.628908

zbMATH Keywords

weak solutionstochastic differential equationsstrong solutionflowweak differentiabilitysingular drift

Mathematics Subject Classification ID

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

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Cites Work

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• Stochastic flows of diffeomorphisms for one-dimensional SDE with discontinuous drift
• 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
• Existence and uniqueness results for semilinear stochastic partial differential equations
• Strong solutions of SDEs with singular drift and Sobolev diffusion coefficients
• The Heat Equation inL_q((0,T),L_p)-Spaces with Weights
• Pathwise uniqueness and continuous dependence for SDEs with non-regular drift
• On Positive Solutions of the Equation $\mathfrak{A}U + Vu = 0$

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