SDEs with critical time dependent drifts: Weak solutions
Röckner M, Zhao G (2023)
Bernoulli 29(1): 757-784.
Zeitschriftenaufsatz
| Veröffentlicht | Englisch
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Einrichtung
Abstract / Bemerkung
For d >= 3, we prove that time-inhomogeneous stochastic differential equations driven by additive noises with drifts in critical Lebesgue space Lq([0,T]; Lp(Rd)), where (p,q) is an element of (d,infinity] x [2, infinity) and d/p + 2/q = 1, or (p,q) = (d,infinity) and div b is an element of L infinity([0,T]; Ld/2+epsilon (Rd)), are well-posed. The weak uniqueness is obtained by solving corresponding Kolmogorov backward equations in some second-order Sobolev spaces, which is analytically interesting in itself.
Stichworte
Weak solutions;
Ladyzhenskaya-Prodi-Serrin condition;
Kolmogorov;
equations;
De Giorgi?s method
Erscheinungsjahr
2023
Zeitschriftentitel
Bernoulli
Band
29
Ausgabe
1
Seite(n)
757-784
ISSN
1350-7265
eISSN
1573-9759
Page URI
https://pub.uni-bielefeld.de/record/2969519
Zitieren
Röckner M, Zhao G. SDEs with critical time dependent drifts: Weak solutions. Bernoulli . 2023;29(1):757-784.
Röckner, M., & Zhao, G. (2023). SDEs with critical time dependent drifts: Weak solutions. Bernoulli , 29(1), 757-784. https://doi.org/10.3150/22-BEJ1478
Röckner, Michael, and Zhao, Guohuan. 2023. “SDEs with critical time dependent drifts: Weak solutions”. Bernoulli 29 (1): 757-784.
Röckner, M., and Zhao, G. (2023). SDEs with critical time dependent drifts: Weak solutions. Bernoulli 29, 757-784.
Röckner, M., & Zhao, G., 2023. SDEs with critical time dependent drifts: Weak solutions. Bernoulli , 29(1), p 757-784.
M. Röckner and G. Zhao, “SDEs with critical time dependent drifts: Weak solutions”, Bernoulli , vol. 29, 2023, pp. 757-784.
Röckner, M., Zhao, G.: SDEs with critical time dependent drifts: Weak solutions. Bernoulli . 29, 757-784 (2023).
Röckner, Michael, and Zhao, Guohuan. “SDEs with critical time dependent drifts: Weak solutions”. Bernoulli 29.1 (2023): 757-784.
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