SDEs with critical time dependent drifts: Weak solutions
Author:
Affiliation:
1. Department of Mathematics, Bielefeld University, Germany
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Subject
Statistics and Probability
Reference46 articles.
1. Bahouri, H., Chemin, J.-Y. and Danchin, R. (2011). Fourier Analysis and Nonlinear Partial Differential Equations. Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences] 343. Heidelberg: Springer. 10.1007/978-3-642-16830-7
2. Krylov, N.V. and Röckner, M. (2005). Strong solutions of stochastic equations with singular time dependent drift. Probab. Theory Related Fields 131 154–196. 10.1007/s00440-004-0361-z
3. Beck, L., Flandoli, F., Gubinelli, M. and Maurelli, M. (2019). Stochastic ODEs and stochastic linear PDEs with critical drift: Regularity, duality and uniqueness. Electron. J. Probab. 24 Paper No. 136, 72. 10.1214/19-ejp379
4. Caffarelli, L.A. and Vasseur, A.F. (2010). The De Giorgi method for regularity of solutions of elliptic equations and its applications to fluid dynamics. Discrete Contin. Dyn. Syst. Ser. S 3 409–427. 10.3934/dcdss.2010.3.409
5. Cherny, A.S. (2002). On the uniqueness in law and the pathwise uniqueness for stochastic differential equations. Theory Probab. Appl. 46 406–419.
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