TCI for SDEs with irregular drifts

2020/07/29 by Yongqiang Suo, Chenggui Yuan, Suo, Yongqiang +3
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Geometric Analysis and Curvature Flows #Nonlinear Partial Differential Equations #Probability (math.PR) #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.2007.14652

openalex publication_date 2020/07/29 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We obtain T₂(C) for stochastic differential equations with Dini continuous drift and T₁(C) stochastic differential equations with singular coefficients.

Citations

• Generalization of an Inequality by Talagrand and Links with the Logarithmic Sobolev Inequality

Related

• Stochastic differential equations with singular (form-bounded) drift
• Large Deviations Principle for SDEs with Dini Continuous Drifts
• Form-boundedness and SDEs with singular drift
• A Wong-Zakai theorem for SDEs with singular drift
• Stochastic transport equation with bounded and Dini continuous drift