REVIEW 1 cited by
Brownian motion with general drift
Not yet reviewed by Pith; the record is open.
This paper has not been read by Pith yet. Machine review is queued; the pith claim, tier, and objections will appear here once it completes.
SPECIMEN: schema-true, not a live event
T0 review · schema-true
One-sentence machine reading of the paper's core claim.
pith:XXXXXXXX · record.json · timestamp
Signed reviews
abstract
We construct and study the weak solution to stochastic differential equation $dX(t)=-b(X(t))dt+\sqrt{2}dW(t)$, $X_0=x$, for every $x \in \mathbb R^d$, $d \geq 3$, with $b$ in the class of weakly form-bounded vector fields, containing, as proper subclasses, a sub-critical class $[L^d+L^\infty]^d$, as well as critical classes such as weak $L^d$ class, Kato class, Campanato-Morrey class, Chang-Wilson-T. Wolff class.
Forward citations
Cited by 1 Pith paper
-
$L^q(L^p)$-theory of stochastic differential equations
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.
Discussion (0). Continue with ORCID to comment.