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 |
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页(从-至) | 25-52 |
页数 | 28 |
期刊 | Revista Matematica Iberoamericana |
卷 | 29 |
期 | 1 |
DOI | |
出版状态 | 已出版 - 2013 |
已对外发布 | 是 |