research article
A note on weak existence for singular SDEs
May 1, 2024
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.
Type
research article
Scopus ID
2-s2.0-85200444696
Author(s)
École Polytechnique Fédérale de Lausanne
Date Issued
2024-05-01
Published in
Volume
24
Issue
3
Article Number
2450025
Editorial or Peer reviewed
REVIEWED
Written at
EPFL
EPFL units
Available on Infoscience
January 24, 2025
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