Event

Damir Kinzebulatov (Laval)

Friday, November 24, 2017 14:30to15:30
Room 5448, Pav. André-Aisenstadt, CA

Title: Brownian motion with general drift
Abstract: We construct and study the weak solution to stochastic differential equation dX_t=-b(X_t)dt+dW_t, X_0=x, for every x \in R^d, d \geq 3, with b in the class of weakly form-bounded vector fields, containing, as proper subclasses, a sub-critical class [L^d+L^\infty]^d, as well as critical classes such as weak the L^d class, the Kato class, the Campanato-Morrey class, the Chang-Wilson-T. Wolff class. This is joint work with Yu. A. Semenov arxiv:1710.06729

Back to top