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Stochastic Homeomorphism Flows of SDEs with Singular Drifts and Sobolev Diffusion Coefficients


 
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1. Title Title of document Stochastic Homeomorphism Flows of SDEs with Singular Drifts and Sobolev Diffusion Coefficients
 
2. Creator Author's name, affiliation, country Xicheng Zhang; Wuhan University; China
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Stochastic homoemorphism flow, Strong Feller property, Singular drift, Krylov's estimates, Zvonkin's transformation
 
3. Subject Subject classification 60H15
 
4. Description Abstract In this paper we prove the stochastic homeomorphism flow property and the strong Feller property for stochastic differential equations with sigular time dependent drifts and Sobolev diffusion coefficients. Moreover, the local well posedness under local assumptions are also obtained. In particular, we extend Krylov and Röckner's results in [10] to the case of non-constant diffusion coefficients.
 
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7. Date (YYYY-MM-DD) 2011-06-02
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/887
 
10. Identifier Digital Object Identifier 10.1214/EJP.v16-887
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 16
 
12. Language English=en
 
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