3 papers
math.PR2025
SDEs with subcritical Lebesgue--Hölder drift and driven by -stable processes
Rongrong Tian, Jinlong Wei
We obtain the unique weak and strong solvability for time inhomogeneous stochastic differential equations with the drift in subcritical Lebesgue--Hölder spaces $L^p([0,T];{\mathcal…
math.AP2017
Strong solutions of stochastic differential equations with square integrable drift
Rongrong Tian, Liang Ding, Jinlong Wei
We prove the existence and uniqueness of strong solutions for stochastic differential equations in which the drift coefficient is square integrable in time variable and Hölder cont…
math.PR2017
Well-posedness of nonlinear transport equation by stochastic perturbation
Jinlong Wei, Rongrong Tian, Guangying Lv
We are concerned with multidimensional nonlinear stochastic transport equation driven by Brownian motions. For irregular fluxes, by using stochastic BGK approximations and commutat…