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The Itô SDEs and Fokker-Planck equations with Osgood and Sobolev coefficients.
- Source :
-
Stochastics: An International Journal of Probability & Stochastic Processes . May2018, Vol. 90 Issue 3, p379-410. 32p. - Publication Year :
- 2018
-
Abstract
- We study the degenerate Itô SDE on <inline-graphic></inline-graphic> whose drift coefficient only fulfills a mixed Osgood and Sobolev regularity. Under suitable assumptions on the gradient of the diffusion coefficient and on the divergence of the drift coefficient, we prove the existence and uniqueness of generalized stochastic flows associated to such equations. We also prove the uniqueness of solutions to the corresponding Fokker-Planck equation by using the probabilistic method. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 17442508
- Volume :
- 90
- Issue :
- 3
- Database :
- Academic Search Index
- Journal :
- Stochastics: An International Journal of Probability & Stochastic Processes
- Publication Type :
- Academic Journal
- Accession number :
- 128460659
- Full Text :
- https://doi.org/10.1080/17442508.2017.1357723