Haesung Lee

activity

20172024

most citedAnalytic theory of Itô-stochastic differential equations with non-smooth coefficients

19 citations · 51 across the 11 of their papers we have counts for

collaborators

Showing 2021Show all

4 papers · 1 filter

math.AP2021

Strong uniqueness of finite dimensional Dirichlet operators with singular drifts

Haesung Lee

We show the $L^{r} (R^{d}, μ)$ -uniqueness for any $r \in (1, 2]$ and the essential self-adjointness of a Dirichlet operator $Lf = Δf +\langle \frac{1}ρ\nabla ρ, \nabla f \rangl…

math.PR2021

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…

math.PR2021

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…

math.PR2021

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 $R^{d}$ , $d \geq 2$ , with low regularity assumptions on its coefficients, as we…