Photo from wikipedia
Abstract In this paper, by establishing the localized L p - L q estimate and Sobolev estimates for parabolic partial differential equations with a singular first order term and a… Click to show full abstract
Abstract In this paper, by establishing the localized L p - L q estimate and Sobolev estimates for parabolic partial differential equations with a singular first order term and a Lipschitz first order term, a new Zvonkin-type transformation is given for stochastic differential equations with singular and Lipschitz drifts. The associated Krylov's estimate is established. As applications, dimension-free Harnack inequalities are established for stochastic equations with Holder continuous diffusion coefficient and singular drift term without regularity assumption.
Journal Title: Journal of Differential Equations
Year Published: 2021
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!