Degenerate SDEs with singular drift and applications to Heisenberg groups
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Differential Equations"
DOI: 10.1016/j.jde.2018.04.050
Abstract: By using the ultracontractivity of a reference diffusion semigroup, Krylov's estimate is established for a class of degenerate SDEs with singular drifts, which leads to existence and pathwise uniqueness by means of Zvonkin's transformation. The… read more here.
Keywords: heisenberg groups; singular drift; applications heisenberg; drift applications ... See more keywords
A Zvonkin's transformation for stochastic differential equations with singular drift and applications
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Differential Equations"
DOI: 10.1016/j.jde.2021.06.031
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… read more here.
Keywords: stochastic differential; singular drift; equations singular; differential equations ... See more keywords