Feller generators and stochastic differential equations with singular (form-bounded) drift

zbMATH Open1498.60223arXiv1904.01268MaRDI QIDQ824112FDOQ824112

Authors: D. Kinzebulatov, Yuliy A. Semënov 

Publication date: 14 December 2021

Published in: Osaka Journal of Mathematics (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1904.01268

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zbMATH Keywords

singularitiesweak solutions

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Singular elliptic equations (35J75)

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Cited In (12)

• Feller generators and stochastic differential equations with singular (form-bounded) drift
• Constructing an SDE from its two-point generator
• Regularity of solutions to Kolmogorov equation with Gilbarg-Serrin matrix
• Form-boundedness and SDEs with singular drift
• Stochastic equations with time-dependent singular drift
• SDEs with critical time dependent drifts: weak solutions
• Sharp solvability for singular SDEs
• On diffusion processes with drift in \(L_{d+1}\)
• On stochastic equations with drift in \({L_d}\)
• Singular SDEs with critical non-local and non-symmetric Lévy type generator
• Some properties of solutions of Itô equations with drift in \(L_{d+1}\)
• Feller generators with measure-valued drifts

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