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A note on weak existence for singular SDEs

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arxiv 2309.06295 v2 pith:CABGCB4V submitted 2023-09-12 math.PR math.AP

classification math.PRmath.AP
keywords conditiondriftsexistencelebesguesdesspacesweakwhose
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abstract

Recently Krylov established weak existence of solutions to SDEs for integrable drifts in mixed Lebesgue spaces, whose exponents satisfy the condition $1/q+d/p\leq 1$, thus going below the celebrated Ladyzhenskaya-Prodi-Serrin condition. We present here a variant of such result, whose proof relies on an alternative technique, based on a partial Zvonkin transform; this allows for drifts with growth at infinity and/or in uniformly local Lebesgue spaces.

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