Stochastic differential equations with local growth singular drifts

DOI10.1007/S10959-024-01333-5MaRDI QIDQ6592149zbMATH OpenFDO

Publication date 24 August 2024

Published in Journal of Theoretical Probability (Search for Journal in Brave)

stochastic differential equations strong Feller property Krylov's estimates weak differentiability stochastic flow Zvonkin's transformation

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Stochastic homeomorphism flows of SDEs with singular drifts and Sobolev diffusion coefficients
Strong \(p\)-completeness of stochastic differential equations and the existence of smooth flows on noncompact manifolds
Strong completeness for a class of stochastic differential equations with irregular coefficients
Strong solutions of SDEs with singular drift and Sobolev diffusion coefficients
Strong solutions of stochastic equations with singular time dependent drift

Cited in

(1)

A note on weak existence for singular SDEs

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