Papers
Topics
Authors
Recent
Search
2000 character limit reached

SDEs with critical time dependent drifts: weak solutions

Published 8 Dec 2020 in math.PR and math.AP | (2012.04161v3)

Abstract: We prove the unique weak solvability of time-inhomogeneous stochastic differential equations with additive noises and drifts in critical Lebsgue space $Lq([0,T]; L{p}(\mathbb{R}d))$ with $d/p+2/q=1$. The weak uniqueness is obtained by solving corresponding Kolmogorov's backward equations in some second order Sobolev spaces, which is analytically interesting in itself.

Summary

No one has generated a summary of this paper yet.

Paper to Video (Beta)

No one has generated a video about this paper yet.

Whiteboard

No one has generated a whiteboard explanation for this paper yet.

Open Problems

We haven't generated a list of open problems mentioned in this paper yet.

Continue Learning

We haven't generated follow-up questions for this paper yet.

Authors (2)

Collections

Sign up for free to add this paper to one or more collections.