Stochastic transport equation with singular drift

DOI10.1214/22-AIHP1353MaRDI QIDQ6127315zbMATH OpenFDO

Authors D. Kinzebulatov, Yuliy A. Semënov, Renming Song

Publication date 12 April 2024

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2102.10610

zbMATH Keywords

gradient estimatessingular driftstochastic differential equationsstochastic transport equation

Mathematics Subject Classification ID

Singularity in context of PDEs (35A21) PDEs with randomness, stochastic partial differential equations (35R60)

Abstract: We prove existence, uniqueness and Sobolev regularity of weak solution of the Cauchy problem of the stochastic transport equation with drift in a large class of singular vector fields containing, in particular, the $L^d$ class, the weak $L^d$ class, as well as some vector fields that are not even in $L_{mloc}^{2+varepsilon}$ for any $varepsilon>0$.

Recommendations

• Stochastic equations with time-dependent singular drift
• Stochastic regularization for transport equations
• On a class of stochastic transport equations for $L^2_loc$ vector fields
• Well-posedness of the stochastic transport equation with unbounded drift
• Stochastic transport equation with bounded and Dini continuous drift

Cited in

(5)

• Form-boundedness and SDEs with singular drift
• Strong solutions of SDEs with singular (form-bounded) drift via Röckner-Zhao approach
• Parabolic equations and SDEs with time-inhomogeneous Morrey drift
• Remarks on parabolic Kolmogorov operator
• Stochastic differential equations with critically low regularity growing drift

This page was built for publication: Stochastic transport equation with singular drift

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6127315)