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most citedDensity and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift

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math.AP2020★ 4 cited

Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift

S. Menozzi, A. Pesce, X. Zhang

We consider non degenerate Brownian SDEs with H{ö}lder continuous in space diffusion coefficient and unbounded drift with linear growth. We derive two sided bounds for the associat…