15,547 research outputs found
Stochastic equations with low regularity drifts
By using the It\^{o}-Tanaka trick, we prove the unique strong solvability as
well as the gradient estimates for stochastic differential equations with
irregular drifts in low regularity Lebesgue-H\"{o}lder space with and ).
As applications, we show the unique weak and strong solvability for stochastic
transport equations driven by the low regularity drift with ) as well as the local Lipschitz estimate for stochastic strong
solutions
- …