19 citations · 51 across the 11 of their papers we have counts for
11 papers
Pointwise well-posedness results for degenerate Itô-SDEs with locally bounded drifts
Haesung Lee, Gerald Trutnau
Building on results developed in https://doi.org/10.48550/arXiv.2404.14902, where Itô-SDEs with possibly degenerate and discontinuous dispersion coefficient and measurable drift we…
Uniqueness in law for singular degenerate SDEs with respect to a (sub-)invariant measure
Haesung Lee, Gerald Trutnau
We show weak existence and uniqueness in law for a general class of stochastic differential equations in , , with prescribed sub-invariant measure …
On the contraction properties for weak solutions to linear elliptic equations with -drifts of negative divergence
Haesung Lee
We show the existence and uniqueness as well as boundedness of weak solutions to linear elliptic equations with -drifts of negative divergence and singular zero-order terms wh…
Strong uniqueness of finite dimensional Dirichlet operators with singular drifts
Haesung Lee
We show the -uniqueness for any and the essential self-adjointness of a Dirichlet operator $Lf = Δf +\langle \frac{1}ρ\nabla ρ, \nabla f \rangl…
On the pathwise uniqueness for a class of degenerate Itô-stochastic differential equations
Haesung Lee
We show pathwise uniqueness for a class of degenerate Itô-SDE among all of its weak solutions that spend zero time at the points of degeneracy of the dispersion matrix. Consequentl…
Conservativeness and uniqueness of invariant measures related to non-symmetric divergence type operators
Haesung Lee
We present conservativeness criteria for sub-Markovian semigroups generated by divergence type operators with specified infinitesimally invariant measures. The conservativeness cri…
Existence and uniqueness of (infinitesimally) invariant measures for second order partial differential operators on Euclidean space
Haesung Lee, Gerald Trutnau
We consider a locally uniformly strictly elliptic second order partial differential operator in , , with low regularity assumptions on its coefficients, as we…
Analytic theory of Itô-stochastic differential equations with non-smooth coefficients
Haesung Lee, Wilhelm Stannat, Gerald Trutnau
We present a detailed analysis of non-degenerate time-homogeneous Itô-stochastic differential equations with low local regularity assumptions on the coefficients. In particular the…
Well-posedness for a class of degenerate Itô-SDEs with fully discontinuous coefficients
Haesung Lee, Gerald Trutnau
We show uniqueness in law for a general class of stochastic differential equations in , , with possibly degenerate and/or fully discontinuous locally bounded…
Existence and regularity of infinitesimally invariant measures, transition functions and time homogeneous Itô-SDEs
Haesung Lee, Gerald Trutnau
We show existence of an infinitesimally invariant measure for a large class of divergence and non-divergence form elliptic second order partial differential operators with loca…
Existence, uniqueness and ergodic properties for time-homogeneous Itô-SDEs with locally integrable drifts and Sobolev diffusion coefficients
Haesung Lee, Gerald Trutnau
Using elliptic and parabolic regularity results in -spaces and generalized Dirichlet form theory, we construct for every starting point weak solutions to SDEs in $\mathbb{R}^d…