Stochastic equations with time-dependent singular drift. (English) Zbl 1507.60077
Summary: We prove unique weak solvability for stochastic differential equations with drift in a large class of time-dependent vector fields. This class contains, in particular, the critical Ladyzhenskaya-Prodi-Serrin class, the weak \(L^d\) class as well as some vector fields that are not even in \(L_{\operatorname{loc}}^{2 + \varepsilon}\), \(\varepsilon > 0\).
MSC:
| 60H10 | Stochastic ordinary differential equations (aspects of stochastic analysis) |
| 35J75 | Singular elliptic equations |
| 47D07 | Markov semigroups and applications to diffusion processes |
| 60G53 | Feller processes |
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