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math.PR 1

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$L^q(L^p)$-theory of stochastic differential equations

math.PR · 2019-08-04 · accept · novelty 7.0

A unified L^q(L^p) theory establishes weak differentiability of SDE flows, a Bismut-Elworthy-Li derivative formula, and endpoint weak well-posedness for singular locally integrable coefficients.

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  • $L^q(L^p)$-theory of stochastic differential equations math.PR · 2019-08-04 · accept · none · ref 2

    A unified L^q(L^p) theory establishes weak differentiability of SDE flows, a Bismut-Elworthy-Li derivative formula, and endpoint weak well-posedness for singular locally integrable coefficients.