Degenerate SDEs with Singular Drift and Applications to Heisenberg Groups
Probability
2018-04-30 v2
Abstract
By using the ultracontractivity of a reference diffusion semigroup, Krylov's estimate is established for a class of degenerate SDEs with singular drifts, which leads to existence and pathwise uniqueness by means of Zvonkin's transformation. The main result is applied to singular SDEs on generalized Heisenberg groups.
Keywords
Cite
@article{arxiv.1710.01043,
title = {Degenerate SDEs with Singular Drift and Applications to Heisenberg Groups},
author = {Xing Huang and Feng-Yu Wang},
journal= {arXiv preprint arXiv:1710.01043},
year = {2018}
}
Comments
28 pages