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 |
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页(从-至) | 330-369 |
页数 | 40 |
期刊 | Journal of Differential Equations |
卷 | 272 |
DOI | |
出版状态 | 已出版 - 25 1月 2021 |
已对外发布 | 是 |