论文标题
非归化布朗尼SDE的密度和梯度估计,无界可测量的漂移
Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift
论文作者
论文摘要
我们认为,在空间扩散系数中连续连续使用H {Ö} lder的非退化布朗SDE,并随着线性生长而无限的漂移。我们为其衍生物的相关密度和点的控件得出了两个方面的边界,直至在一些其他空间H {Ö} lder连续性假设上的序列上有两个方面。重要的是,估计值反映了初始条件通过辅助(可能是正规化的流动)的无限漂移的运输。
We consider non degenerate Brownian SDEs with H{ö}lder continuous in space diffusion coefficient and unbounded drift with linear growth. We derive two sided bounds for the associated density and pointwise controls of its derivatives up to order two under some additional spatial H{ö}lder continuity assumptions on the drift. Importantly, the estimates reflect the transport of the initial condition by the unbounded drift through an auxiliary, possibly regularized, flow.