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research article

A note on weak existence for singular SDEs

Galeati, Lucio  
May 1, 2024
Stochastics and Dynamics

Recently Krylov [N. V. Krylov, On time inhomogeneous stochastic Itô equations with drift in Ld+1, Ukraïn. Mat. Zh. 72 (2020) 1232-1253] established weak existence of solutions to SDEs for integrable drifts in mixed Lebesgue spaces, whose exponents satisfy the condition 1/q + d/p ≤ 1, thus going below the celebrated Ladyzhenskaya-Prodi-Serrin condition. We present here a variant of such result, whose proof relies on an alternative technique, based on a partial Zvonkin transform; this allows for drifts with growth at infinity and/or in uniformly local Lebesgue spaces.

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Type
research article
DOI
10.1142/S0219493724500254
Scopus ID

2-s2.0-85200444696

Author(s)
Galeati, Lucio  

École Polytechnique Fédérale de Lausanne

Date Issued

2024-05-01

Published in
Stochastics and Dynamics
Volume

24

Issue

3

Article Number

2450025

Subjects

partial Zvonkin transform

•

Singular SDEs

•

weak existence

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
AMCV  
Available on Infoscience
January 24, 2025
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/243526
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