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most citedWeak well-posedness of energy solutions to singular SDEs with supercritical distributional drift

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math.PR2024★ 1 cited

Weak well-posedness of energy solutions to singular SDEs with supercritical distributional drift

Lukas Gräfner, Nicolas Perkowski

We study stochastic differential equations with additive noise and distributional drift on or and . We work in a scaling-supercritical…

math.PR2024

Energy solutions to SDEs with supercritical distributional drift: An extension and weak convergence rates

Lukas Gräfner

In this work we consider the SDE \begin{equation} \text{d} X_t = b (t, X_t) \text{d} t + \sqrt{2} \text{d} B_t, \label{mainSDE} \end{equation} in dimension , where $…