A norm equivalence result for stochastic differential equations with locally Lipschitz coefficients
Fuente:
arXiv
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| Autore principale: | |
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| Natura: | Preprint |
| Pubblicazione: |
2026
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| Soggetti: | |
| Accesso online: | |
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| _version_ | 1866915725923319808 |
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| author | Yamazaki, Kyo |
| author_facet | Yamazaki, Kyo |
| contents | We establish two-sided weighted integrability estimates, often referred to as a norm equivalence result, for stochastic differential equations (SDEs) with locally Lipschitz coefficients. As a key ingredient in our approach, we also derive an SDE satisfied by the inverse stochastic flow under reduced regularity assumptions in the globally Lipschitz setting. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2601_08294 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | A norm equivalence result for stochastic differential equations with locally Lipschitz coefficients Yamazaki, Kyo Probability 60H10 (Primary), 35K10 (Secondary) We establish two-sided weighted integrability estimates, often referred to as a norm equivalence result, for stochastic differential equations (SDEs) with locally Lipschitz coefficients. As a key ingredient in our approach, we also derive an SDE satisfied by the inverse stochastic flow under reduced regularity assumptions in the globally Lipschitz setting. |
| title | A norm equivalence result for stochastic differential equations with locally Lipschitz coefficients |
| topic | Probability 60H10 (Primary), 35K10 (Secondary) |
| url | https://arxiv.org/abs/2601.08294 |