Quantitative heat kernel estimates for diffusions with distributional drift
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kernelmathrmgammaheatboundsbrownianconsiderconsidered
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We consider the stochastic differential equation on $\mathbb{R}^d$ given by $$ \, \mathrm{d}X_t = b(t,X_t) \, \mathrm{d}t + \, \mathrm{d} B_t, $$ where $B$ is a Brownian motion and $b$ is considered to be a distribution of regularity $ > -\frac12$. We show that the martingale solution of the SDE has a transition kernel $\Gamma_t$ and prove upper and lower heat kernel bounds for $\Gamma_t$ with explicit dependence on $t$ and the norm of $b$.
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Cited by 1 Pith paper
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On Heat kernel Estimtes for Brownian SDEs with Distributional Drift
Derives heat-kernel bounds and Schauder estimates for SDEs with L^∞ C^β drifts in the Young regime via non-Levi parametrix, implying weak well-posedness, irreducibility and strong Feller property.
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