Stochastic equations with time-dependent singular drift
Probability
2021-10-20 v2 Analysis of PDEs
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 class as well as some vector fields that are not even in , .
Keywords
Cite
@article{arxiv.2105.07312,
title = {Stochastic equations with time-dependent singular drift},
author = {D. Kinzebulatov and K. R. Madou},
journal= {arXiv preprint arXiv:2105.07312},
year = {2021}
}
Comments
Fixed an error in the examples