Well-posedness and large deviation for degenerate SDEs with Sobolev coefficients

Xicheng Zhang*

*此作品的通讯作者

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30 引用 (Scopus)

摘要

In this article we prove existence and uniqueness for degenerate stochastic differential equations with Sobolev (possibly singular) drift and diffusion coefficients in a generalized sense. In particular, our result covers the classical DiPerna-Lions flows and we also obtain well-posedness for degenerate Fokker-Planck equations with irregular coefficients. Moreover, a large deviation principle of Freidlin-Wenzell type for this type of SDEs is established.

源语言英语
页(从-至)25-52
页数28
期刊Revista Matematica Iberoamericana
29
1
DOI
出版状态已出版 - 2013
已对外发布

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