Stochastic equations with time-dependent singular drift

DOI10.1016/J.JDE.2022.07.042MaRDI QIDQ6367730arXivFDO

Authors D. Kinzebulatov

Publication date 15 May 2021

Published in arXiv

Full work available at URL https://doi.org/10.1016/J.JDE.2022.07.042

Mathematics Subject Classification ID

Singular elliptic equations (35J75) Markov semigroups and applications to diffusion processes (47D07) Feller processes (60G53) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

arXiv classification

math.APmath.PR

Abstract: We prove unique weak solvability and Feller property for stochastic differential equations with drift in a large class of time-dependent vector fields. This class contains, in particular, the critical Ladyzhenskaya-Prodi-Serrin class, the weak $L^d$ class as well as some vector fields that are not even in $L_{mloc}^{2+varepsilon}$, $varepsilon>0$.

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