A note on weak existence for singular SDEs
Probability
2024-06-18 v2 Analysis of PDEs
Abstract
Recently Krylov established weak existence of solutions to SDEs for integrable drifts in mixed Lebesgue spaces, whose exponents satisfy the condition , thus going below the celebrated Ladyzhenskaya-Prodi-Serrin condition. We present here a variant of such result, whose proof relies on an alternative technique, based on a partial Zvonkin transform; this allows for drifts with growth at infinity and/or in uniformly local Lebesgue spaces.
Keywords
Cite
@article{arxiv.2309.06295,
title = {A note on weak existence for singular SDEs},
author = {Lucio Galeati},
journal= {arXiv preprint arXiv:2309.06295},
year = {2024}
}
Comments
Final accepted version