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A Zvonkin's transformation for stochastic differential equations with singular drift and applications
Journal of Differential Equations ( IF 2.4 ) Pub Date : 2021-06-29 , DOI: 10.1016/j.jde.2021.06.031
Shao-Qin Zhang , Chenggui Yuan

In this paper, by establishing the localized Lp-Lq estimate and Sobolev estimates for parabolic partial differential equations with a singular first order term and a Lipschitz first order term, a new Zvonkin-type transformation is given for stochastic differential equations with singular and Lipschitz drifts. The associated Krylov's estimate is established. As applications, dimension-free Harnack inequalities are established for stochastic equations with Hölder continuous diffusion coefficient and singular drift term without regularity assumption.



中文翻译:

奇异漂移随机微分方程的Zvonkin变换及其应用

在本文中,通过建立本地化 ——q对于具有奇异一阶项和 Lipschitz 一阶项的抛物线偏微分方程的估计和 Sobolev 估计,给出了具有奇异和 Lipschitz 漂移的随机微分方程的新 Zvonkin 型变换。建立关联的 Krylov 估计。作为应用,我们建立了具有 Hölder 连续扩散系数和奇异漂移项的随机方程的无量纲 Harnack 不等式,没有正则假设。

更新日期:2021-06-30
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