Feller generators and stochastic differential equations with singular (form-bounded) drift
From MaRDI portal
Publication:824112
Abstract: We consider the problem of constructing weak solutions to the It^{o} and to the Stratonovich stochastic differential equations having critical-order singularities in the drift and critical-order discontinuities in the dispersion matrix.
Based on a \(W^{1,{qd}/{d-2}}\) estimate on solutions to the corresponding elliptic equation in \(L^{q}\) and a \(L^{r}\rightarrow L^{\infty}\) iteration procedure, the authors construct weak solutions to the Itô and to the Stratonovich stochastic differential equations having critical-order singularities in the drift and critical-order discontinuities in the dispersion matrix.
Recommendations
- On the existence of solutions of stochastic differential equations with singular drifts
- Stochastic differential equations with critical drifts
- Strong solutions of stochastic equations with singular time dependent drift
- scientific article; zbMATH DE number 1292912
- Strong solutions for functional SDEs with singular drift
Cites work
- $C_0$-Semigroups in $L^p ({\bf R}^d )$ and $\widehat{C}({\bf R}^d )$ Spaces Generated by the Differential Expression $\Delta + b \cdot \nabla$
- \(W^{2,p(\cdot )}\)-regularity for elliptic equations in nondivergence form with BMO coefficients
- A new approach to the L^p-theory of - + b , and its applications to Feller processes with general drifts
- Brownian motion with general drift
- Brownian motion with singular drift
- Elliptic equations with BMO coefficients in Lipschitz domains
- Elliptic equations with discontinuous coefficients in generalized Morrey spaces
- Feller generators and stochastic differential equations with singular (form-bounded) drift
- Heat kernel bounds and desingularizing weights.
- scientific article; zbMATH DE number 3678487 (Why is no real title available?)
- scientific article; zbMATH DE number 44832 (Why is no real title available?)
- scientific article; zbMATH DE number 50233 (Why is no real title available?)
- scientific article; zbMATH DE number 3207551 (Why is no real title available?)
- scientific article; zbMATH DE number 3272022 (Why is no real title available?)
- Kernel estimates for elliptic operators with second-order discontinuous coefficients
- On diffusion processes with drift in \(L_d\)
- On the theory of the Kolmogorov operator in the spaces L^p and C_
- On weak uniqueness for some diffusions with discontinuous coefficients
- Perturbation theory for linear operators.
- Regularity theorems for parabolic equations
- Schrödinger operators with l l/2w(Rl) -potentials
- Second order elliptic equations whose coefficients have their first derivatives weakly-L^ n
- Sharp kernel estimates for elliptic operators with second-order discontinuous coefficients
- Some weighted norm inequalities concerning the Schrödinger operators
- Stochastic homeomorphism flows of SDEs with singular drifts and Sobolev diffusion coefficients
- Strong solutions of stochastic equations with singular time dependent drift
- Sulle equazioni ellittiche del secondo ordine di tipo non variazionale a coefficienti discontinui
- Uniqueness for some diffusions with discontinuous coefficients
- W 2,p -Solvability of the Dirichlet Problem for Nondivergence Elliptic Equations with VMO Coefficients
Cited in
(13)- On stochastic equations with drift in \({L_d}\)
- SDEs with critical time dependent drifts: weak solutions
- Regularity of solutions to Kolmogorov equation with Gilbarg-Serrin matrix
- Some properties of solutions of Itô equations with drift in \(L_{d+1}\)
- Stochastic equations with time-dependent singular drift
- Singular SDEs with critical non-local and non-symmetric Lévy type generator
- Constructing an SDE from its two-point generator
- On diffusion processes with drift in \(L_{d+1}\)
- Sharp solvability for singular SDEs
- Form-boundedness and SDEs with singular drift
- Feller generators with measure-valued drifts
- Parabolic equations and SDEs with time-inhomogeneous Morrey drift
- Feller generators and stochastic differential equations with singular (form-bounded) drift
This page was built for publication: Feller generators and stochastic differential equations with singular (form-bounded) drift
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q824112)
