Stochastic Homeomorphism Flows of SDEs with Singular Drifts and Sobolev Diffusion Coefficients
Probability
2011-05-04 v2
Abstract
In this paper we prove the stochastic homeomorphism flow property and the strong Feller property for stochastic differential equations with sigular time dependent drifts and Sobolev diffusion coefficients. Moreover, the local well posedness under local assumptions are also obtained. In particular, we extend Krylov and R\"ockner's results in \cite{Kr-Ro} to the case of non-constant diffusion coefficients.
Keywords
Cite
@article{arxiv.1010.3403,
title = {Stochastic Homeomorphism Flows of SDEs with Singular Drifts and Sobolev Diffusion Coefficients},
author = {Xicheng Zhang},
journal= {arXiv preprint arXiv:1010.3403},
year = {2011}
}
Comments
Correct a mistake in Theorem 1.3, to appear in EJP