Stochastic differential equations with coefficients in Sobolev spaces

DOI10.1016/j.jfa.2010.02.014zbMath1205.60112arXiv1001.3007OpenAlexW2129423633MaRDI QIDQ984414

Shizan Fang, Anton Thalmaier, De Jun Luo

Publication date: 19 July 2010

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1001.3007

zbMATH Keywords

stochastic flowspathwise uniquenessGaussian measuredensity estimateOrnstein-Uhlenbeck semigroupSobolev space coefficients

Mathematics Subject Classification ID

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

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