Autor:	Galeati, Lucio, Ling, Chengcheng
Rok vydání:	2022
Předmět:	Mathematics - Probability 60H10 60H50 60F15 60J60
Druh dokumentu:	Working Paper
Popis:	We consider multidimensional SDEs with singular drift $b$ and Sobolev diffusion coefficients $\sigma$, satisfying Krylov--R\"ockner type assumptions. We prove several stability estimates, comparing solutions driven by different $(b^i,\sigma^i)$, both for It\^o and Stratonovich SDEs, possibly depending on negative Sobolev norms of the difference $b^1-b^2$. We then discuss several applications of these results to McKean--Vlasov SDEs, criteria for strong compactness of solutions and Wong--Zakai type theorems. Comment: 33 pages
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2208.03670 Zobrazit plný text záznamu View this record from Arxiv