SDEs with critical time dependent drifts: weak solutions

Abstract

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.

29 pages

References in corpus (5)

• SDEs with critical time dependent drifts: strong solutions
• Regular Flows for Diffusions with Rough Drifts
• On weak solutions of stochastic differential equations with sharp drift coefficients
• On strong solutions of Itô's equations with a$\in W_d^1$ and b$\in L_d$
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Cited by in corpus (2)

• SDEs with critical time dependent drifts: strong solutions
• On diffusion processes with drift in a Morrey class containing $L_{d+2}$