English

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 LdL^d class as well as some vector fields that are not even in Lloc2+εL^{2+\varepsilon}_{\rm loc}, ε>0\varepsilon>0.

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

R2 v1 2026-06-24T02:08:49.769Z