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arXiv · 2105.07312

Stochastic equations with time-dependent singular drift

D. Kinzebulatov·K. R. Madou
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Abstract

We prove unique weak solvability and Feller property for stochastic differential equations with drift in a large class of time-dependent vector fields. This class contains, in particular, the critical Ladyzhenskaya-Prodi-Serrin class, the weak $L^d$ class as well as some vector fields that are not even in $L^{2+\varepsilon}_{\rm loc}$, $\varepsilon>0$.

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D. Kinzebulatov, K. R. Madou. 2021-05-15. Stochastic equations with time-dependent singular drift. https://arxiv.org/abs/2105.07312

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