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Physical Sciences and Engineering Mathematics Analysis

Degenerate SDEs with singular drift and applications to Heisenberg groups

Article ID Journal Published Year Pages File Type
8898611 Journal of Differential Equations 2018 33 Pages PDF
Abstract
By using the ultracontractivity of a reference diffusion semigroup, Krylov's estimate is established for a class of degenerate SDEs with singular drifts, which leads to existence and pathwise uniqueness by means of Zvonkin's transformation. The main result is applied to singular SDEs on generalized Heisenberg groups.
Keywords
35R6060H15Heisenberg group
Related Topics
Physical Sciences and Engineering Mathematics Analysis
Preview
Degenerate SDEs with singular drift and applications to Heisenberg groups
Authors
Xing Huang, Feng-Yu Wang,
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Journal: Journal of Differential Equations
Related Categories
35R60
60H15
Heisenberg group
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