English

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 1/q+d/p11/q+d/p\leq 1, 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

R2 v1 2026-06-28T12:19:19.410Z