21 citations · 170 across the 25 of their papers we have counts for
25 papers
Weighted Helmholtz--Hodge decompositions, Lyapunov functions, and invariant measures
Haesung Lee, Gerald Trutnau
We study weighted Helmholtz--Hodge decompositions of drift vector fields associated with second-order diffusion operators on , . Given a decomposition of the…
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 …
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…