A note on weak existence for singular SDEs
Fuente:
arXiv
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| Autore principale: | |
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| Natura: | Preprint |
| Pubblicazione: |
2023
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| Accesso online: | |
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| _version_ | 1866913391511076864 |
|---|---|
| author | Galeati, Lucio |
| author_facet | Galeati, Lucio |
| contents | Recently Krylov established weak existence of solutions to SDEs for integrable drifts in mixed Lebesgue spaces, whose exponents satisfy the condition $1/q+d/p\leq 1$, thus going below the celebrated Ladyzhenskaya-Prodi-Serrin condition. We present here a variant of such result, whose proof relies on an alternative technique, based on a partial Zvonkin transform; this allows for drifts with growth at infinity and/or in uniformly local Lebesgue spaces. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2309_06295 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | A note on weak existence for singular SDEs Galeati, Lucio Probability Analysis of PDEs Recently Krylov established weak existence of solutions to SDEs for integrable drifts in mixed Lebesgue spaces, whose exponents satisfy the condition $1/q+d/p\leq 1$, thus going below the celebrated Ladyzhenskaya-Prodi-Serrin condition. We present here a variant of such result, whose proof relies on an alternative technique, based on a partial Zvonkin transform; this allows for drifts with growth at infinity and/or in uniformly local Lebesgue spaces. |
| title | A note on weak existence for singular SDEs |
| topic | Probability Analysis of PDEs |
| url | https://arxiv.org/abs/2309.06295 |