Generalized stochastic flow associated to the Ito SDE with partially Sobolev coefficients and its application

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	Generalized stochastic flow associated to the Ito SDE with partially Sobolev coefficients and its application
	Luo, Dejun
	2015
发表期刊	ANNALI DELLA SCUOLA NORMALE SUPERIORE DI PISA-CLASSE DI SCIENZE
ISSN	0391-173X
卷号	14 期号:2 页码:535-573
摘要	We consider the Ito SDEs on R-n with partially Sobolev coefficients. Assuming the exponential integrability of the negative part of the divergence of the drift coefficient and the partial gradient of the diffusion coefficient with respect to the Cauchy measure, we show the existence, uniqueness and stability of generalized stochastic flows associated to such equations. As an application, we prove the weak differentiability in the sense of measure of the stochastic flow generated by the Ito SDE with Sobolev coefficients.
语种	英语
资助项目	National Natural Science Foundation of China[11101407] ; Key Laboratory of Random Complex Structures and Data Science, Academy of Mathematics and Systems Science, Chinese Academy of Sciences[2008DP173182]
WOS研究方向	Mathematics
WOS类目	Mathematics
WOS记录号	WOS:000360771300008
出版者	SCUOLA NORMALE SUPERIORE
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/20724
专题	应用数学研究所
通讯作者	Luo, Dejun
作者单位	Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Luo, Dejun. Generalized stochastic flow associated to the Ito SDE with partially Sobolev coefficients and its application[J]. ANNALI DELLA SCUOLA NORMALE SUPERIORE DI PISA-CLASSE DI SCIENZE,2015,14(2):535-573.
APA	Luo, Dejun.(2015).Generalized stochastic flow associated to the Ito SDE with partially Sobolev coefficients and its application.ANNALI DELLA SCUOLA NORMALE SUPERIORE DI PISA-CLASSE DI SCIENZE,14(2),535-573.
MLA	Luo, Dejun."Generalized stochastic flow associated to the Ito SDE with partially Sobolev coefficients and its application".ANNALI DELLA SCUOLA NORMALE SUPERIORE DI PISA-CLASSE DI SCIENZE 14.2(2015):535-573.