Stochastic lof SDEs with singular drifts and sobolev diffusion coefficients

Xicheng Zhang*

*此作品的通讯作者

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89 引用 (Scopus)

摘要

In this paper we prove the stochastic homeomorphism flow property and the strong Feller property for stochastic differential equations with sigular time dependent drifts and Sobolev diffusion coefficients. Moreover, the local well posedness under local assumptions are also obtained. In particular, we extend Krylov and Röckner’s results in [10] to the case of non-constant diffusion coefficients.

源语言英语
页(从-至)1096-1116
页数21
期刊Electronic Journal of Probability
16
DOI
出版状态已出版 - 1 1月 2011
已对外发布

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