Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift

S. Menozzi*, A. Pesce, X. Zhang

*此作品的通讯作者

科研成果: 期刊稿件文章同行评审

21 引用 (Scopus)

摘要

We consider non degenerate Brownian SDEs with Hölder continuous in space diffusion coefficient and unbounded drift with linear growth. We derive two sided bounds for the associated density and pointwise controls of its derivatives up to order two under some additional spatial Hölder continuity assumptions on the drift. Importantly, the estimates reflect the transport of the initial condition by the unbounded drift through an auxiliary, possibly regularized, flow.

源语言英语
页(从-至)330-369
页数40
期刊Journal of Differential Equations
272
DOI
出版状态已出版 - 25 1月 2021
已对外发布

指纹

探究 'Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift' 的科研主题。它们共同构成独一无二的指纹。

引用此