Special Session 19: Topics on singular stochastic equations

Stochastic Differential Equations with Local Growth Singular Drifts
Wenjie Ye
School of Mathematics and Statistics at Fujian Normal University
Peoples Rep of China
Co-Author(s):    
Abstract:
In this paper, we study the weak differentiability of global strong solution of stochastic differential equations, the strong Feller property of the associated diffusion semigroups and the global stochastic flow property in which the singular drift $b$ and the weak gradient of Sobolev diffusion $\sigma$ are supposed to satisfy $||b(x){1}_{|x|\le R}||_{p_1}\le O((\log R)^{{(p_1-d)^2}/{2p^2_1}})$ and $||\nabla \sigma(x)1_{|x|\le R} ||_{p_1} \le O((\log ({R}/{3}))^{{(p_1-d)^2}/{2p^2_1}})$ respectively. The main tools for these results are the decomposition of global two-point motions, Krylov`s estimate, Khasminskii's estimate, Zvonkin`s transformation and the characterization for Sobolev differentiability of random fields.