Stochastic Homeomorphism Flows of SDEs with Singular Drifts and Sobolev Diffusion Coefficients

Xicheng Zhang (Wuhan University)

Abstract


In this paper we prove the stochastic homeomorphism flow property and the strong Feller property for stochastic differential equations with sigular time dependent drifts and Sobolev diffusion coefficients. Moreover, the local well posedness under local assumptions are also obtained. In particular, we extend Krylov and Röckner's results in [10] to the case of non-constant diffusion coefficients.

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Pages: 1096-1116

Publication Date: June 2, 2011

DOI: 10.1214/EJP.v16-887

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