Ornstein-Uhlenbeck processes with singular drifts: integral estimates and Girsanov densities

Maria Gordina, Michael Röckner, Alexander Teplyaev

Type: Preprint

Publication Date: 2018-01-02

Citations: 1

Locations

arXiv (Cornell University) - View

Similar Works

Action	Title	Year	Authors
+	Ornstein-Uhlenbeck processes with singular drifts: integral estimates and Girsanov densities	2018	Maria Gordina Michael Röckner Alexander Teplyaev
+ PDF Chat	Ornstein–Uhlenbeck processes with singular drifts: integral estimates and Girsanov densities	2020	Maria Gordina Michael Röckner Alexander Teplyaev
+	Singular perturbations of Ornstein-Uhlenbeck processes: integral estimates and Girsanov densities	2018	Maria Gordina Michael Röckner Alexander Teplyaev
+	Weak well-posedness of stochastic Volterra equations with completely monotone kernels and non-degenerate noise	2023	Yushi Hamaguchi
+	Smoothing effects and maximal Hölder regularity for non-autonomous Kolmogorov equations in infinite dimension	2021	Sandra Cerrai Alessandra Lunardi
+	Smoothing effects and maximal H\"older regularity for non-autonomous Kolmogorov equations in infinite dimension.	2021	Sandra Cerrai Alessandra Lunardi
+	Parabolic equations and SDEs with time-inhomogeneous Morrey drift	2023	D. Kinzebulatov
+	Nonlinear SDEs driven by Lévy processes and related PDEs	2007	Benjamin Jourdain Sylvie Méléard Wojbor A. Woyczyński
+	Strong Solutions of Mean-Field SDEs with irregular expectation functional in the drift	2019	Martin Bauer Thilo Meyer‐Brandis
+	McKean-Vlasov equations on infinite-dimensional Hilbert spaces with irregular drift and additive fractional noise	2019	Martin Bauer Thilo Meyer‐Brandis
+	Strong solutions to McKean-Vlasov SDEs with coefficients of Nemytskii-type	2021	Sebastian Grumbach
+	Strong solutions of SDES with singular drift and Sobolev diffusion coefficients	2005	Xicheng Zhang
+ PDF Chat	Strong solutions to McKean–Vlasov SDEs with coefficients of Nemytskii-type	2023	Sebastian Grube
+	SDEs with singular drifts and multiplicative noise on general space-time domains	2019	Chengcheng Ling Michael Röckner Xiangchan Zhu
+	Strong solutions to McKean-Vlasov SDEs with coefficients of Nemytskii-type: the time-dependent case	2022	Sebastian Grube
+	Log-Sobolev inequalities and hypercontractivity for Ornstein-Uhlenbeck evolution operators in infinite dimensions	2023	Davide A. Bignamini Paolo De Fazio
+ PDF Chat	Singular-Degenerate Multivalued Stochastic Fast Diffusion Equations	2015	Benjamin Gess Michael Röckner
+	On SDEs driven by fractional Brownian motions with irregular drifts	2018	Xiliang Fan Shao‐Qin Zhang
+	Functional limit theorems for the fractional Ornstein-Uhlenbeck process	2020	Johann Gehringer Xue-Mei Li
+	Stochastic differential equations with singular drift	1990	Marek Rutkowski

Works That Cite This (1)

Action	Title	Year	Authors
+	Existence and uniqueness for the mild solution of the stochastic heat equation with non-Lipschitz drift on an unbounded spatial domain	2020	Michael Salins

Works Cited by This (19)

Action	Title	Year	Authors
+ PDF Chat	Gaussian measures in Banach spaces	1975	Hui-Hsiung Kuo
+	Semigroups of Linear Operators and Applications to Partial Differential Equations	1983	A. Pazy
+	Functional Analysis, Sobolev Spaces and Partial Differential Equations	2010	Haı̈m Brezis
+	Operateurs Maximaux Monotones - Et Semi-Groupes De Contractions Dans Les Espaces De Hilbert	1973	Haı̈m Brezis
+	Classical Dirichlet forms on topological vector spaces—Closability and a Cameron-Martin formula	1990	Sergio Albeverio Michael Röckner
+	The theory of generalized Dirichlet forms and its applications in analysis and stochastics	1999	Wilhelm Stannat
+	Regularity of invariant measures for a class of perturbed Ornstein-Uhlenbeck operators	1996	В. И. Богачев Giuseppe Da Prato Michael Röckner
+ PDF Chat	Dimension-Independent Harnack Inequalities for Subordinated Semigroups	2010	Maria Gordina Michael Röckner Feng‐Yu Wang
+ PDF Chat	Nonlinear semigroups and evolution equations	1967	Tosio Kato
+ PDF Chat	Nonlinear accretive operators in Banach spaces	1967	Felix E. Browder