论文标题
具有关键时间依赖性漂移的SDE:弱解决方案
SDEs with critical time dependent drifts: weak solutions
论文作者
论文摘要
我们证明了带有添加剂噪声和关键lebsgue空间中漂移的时间为偶联的随机微分方程的独特弱溶解度,$ l^q([[0,t]; l^{p}(\ Mathbb {r}^d))$带有$ d/p+2/q = 1 $。弱唯一性是通过在某种程度上求解相应的Kolmogorov的后方方程来获得的,Sobolev空间本身在分析上很有趣。
We prove the unique weak solvability of time-inhomogeneous stochastic differential equations with additive noises and drifts in critical Lebsgue space $L^q([0,T]; L^{p}(\mathbb{R}^d))$ with $d/p+2/q=1$. The weak uniqueness is obtained by solving corresponding Kolmogorov's backward equations in some second order Sobolev spaces, which is analytically interesting in itself.