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    Stochastic equations with low regularity drifts

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    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 Lq(0,T;Cbα(Rd))L^q(0,T;{\mathcal C}_b^\alpha({\mathbb R}^d)) with α(0,1)\alpha\in(0,1) and q(2/(1+α),2q\in (2/(1+\alpha),2). As applications, we show the unique weak and strong solvability for stochastic transport equations driven by the low regularity drift with q(4/(2+α),2q\in (4/(2+\alpha),2) as well as the local Lipschitz estimate for stochastic strong solutions
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