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 |
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页(从-至) | 1096-1116 |
页数 | 21 |
期刊 | Electronic Journal of Probability |
卷 | 16 |
DOI | |
出版状态 | 已出版 - 1 1月 2011 |
已对外发布 | 是 |