Stochastic differential equations with critical drifts
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Nam, Kyeongsik | ko |
| dc.date.accessioned | 2021-09-02T01:30:06Z | - |
| dc.date.available | 2021-09-02T01:30:06Z | - |
| dc.date.created | 2021-09-02 | - |
| dc.date.created | 2021-09-02 | - |
| dc.date.issued | 2020-09 | - |
| dc.identifier.citation | STOCHASTIC PROCESSES AND THEIR APPLICATIONS, v.130, no.9, pp.5366 - 5393 | - |
| dc.identifier.issn | 0304-4149 | - |
| dc.identifier.uri | http://hdl.handle.net/10203/287558 | - |
| dc.description.abstract | We establish the well-posedness of SDE with the additive noise when a singular drift belongs to the critical spaces. We prove that if the drift belongs to the Orlicz-critical space L-q,L-1([0, T], L-x(p)) for p, q is an element of (1, infinity) satisfying 2/q + d/p =1, then the corresponding SDE admits a unique strong solution. We also derive the Sobolev regularity of a solution under the Orlicz-critical condition. (C) 2020 Elsevier B.V. All rights reserved. | - |
| dc.language | English | - |
| dc.publisher | ELSEVIER | - |
| dc.title | Stochastic differential equations with critical drifts | - |
| dc.type | Article | - |
| dc.identifier.wosid | 000553446700005 | - |
| dc.identifier.scopusid | 2-s2.0-85083169745 | - |
| dc.type.rims | ART | - |
| dc.citation.volume | 130 | - |
| dc.citation.issue | 9 | - |
| dc.citation.beginningpage | 5366 | - |
| dc.citation.endingpage | 5393 | - |
| dc.citation.publicationname | STOCHASTIC PROCESSES AND THEIR APPLICATIONS | - |
| dc.identifier.doi | 10.1016/j.spa.2020.03.010 | - |
| dc.contributor.localauthor | Nam, Kyeongsik | - |
| dc.description.isOpenAccess | N | - |
| dc.type.journalArticle | Article | - |
| dc.subject.keywordAuthor | Stochastic differential equations | - |
| dc.subject.keywordAuthor | Lorentz spaces | - |
| dc.subject.keywordPlus | SOBOLEV DIFFUSION | - |
| dc.subject.keywordPlus | SDES | - |
| dc.subject.keywordPlus | FLOWS | - |
| dc.subject.keywordPlus | SPACES | - |
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