A Zvonkin's transformation for stochastic differential equations with singular drift and related applications

In this paper, by establishing the $L^p$-$L^q$ estimate and Sobolev estimates for parabolic partial differential equations with a singular first order term and a Lipschitz first order term, a new Zvonkin-type transformation is given for stochastic differential equations with singular and Lipschitz drifts. The associated Krylov's estimate is established. As applications, Harnack inequalities are established for stochastic equations with H\"older continuous diffusion coefficient and singular drift term without regularity assumption.