Stochastic transport equation with singular drift

Damir Kinzebulatov, Yuliy A. Semënov, Renming Song

Research output: Contribution to journalArticlepeer-review

Abstract

We prove existence, uniqueness and Sobolev regularity of weak solution of the Cauchy problem of the stochastic transport equation with drift in a large class of singular vector fields containing, in particular, the Ld class, the weak Ld class, as well as some vector fields that are not even in L2loc for any ε > 0.

Original languageEnglish (US)
Pages (from-to)731-752
Number of pages22
JournalAnnales de l'institut Henri Poincare (B) Probability and Statistics
Volume60
Issue number1
DOIs
StatePublished - Feb 2024
Externally publishedYes

Keywords

  • Gradient estimates
  • Singular drift
  • Stochastic differential equations
  • Stochastic transport equation

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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