A Zvonkin's transformation for stochastic differential equations with singular drift and related applications

Autor:	Yuan, Chenggui, Zhang, Shao-Qin
Rok vydání:	2019
Předmět:	Mathematics - Probability Mathematics - Analysis of PDEs 60H10
Druh dokumentu:	Working Paper
Popis:	In this paper, by establishing the $L^p$-$L^q$ estimate and Sobolev estimates for parabolic partial differential equations with a singular first order term and a Lipschitz first order term, a new Zvonkin-type transformation is given for stochastic differential equations with singular and Lipschitz drifts. The associated Krylov's estimate is established. As applications, Harnack inequalities are established for stochastic equations with H\"older continuous diffusion coefficient and singular drift term without regularity assumption. Comment: 38
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1910.05903 Zobrazit plný text záznamu View this record from Arxiv