Brownian motion with general drift
Speaker:
Damir Kinzebulatov, Université Laval
Date and Time:
Thursday, June 13, 2019 - 2:15pm to 3:00pm
Location:
Fields Institute, Room 230
Abstract:
We construct and study weak solutions to stochastic differential equation dX(t)=−b(X(t))dt+√2dW(t), X(0)=x∈Rd,d≥3, with the vector field b having critical-order singularities. More precisely, b is in the class of weakly form-bounded vector fields, containing, as proper subclasses, the class Ld, as well as classes of vector fields having critical-order singularities such as the weak Ld class, the Kato class, the Campanato-Morrey class. Joint with Yu.A.Semenov (Toronto).