{"title":"具有局部Sobolev和超线性增长系数的SDEs的Sobolev可微流","authors":"Longjie Xie, Xicheng Zhang","doi":"10.1214/15-AOP1057","DOIUrl":null,"url":null,"abstract":"By establishing a characterization for Sobolev differentiability of random fields, we prove the weak differentiability of solutions to stochastic differential equations with local Sobolev and super-linear growth coefficients with respect to the starting point. Moreover, we also study the strong Feller property and the irreducibility to the associated diffusion semigroup.","PeriodicalId":50763,"journal":{"name":"Annals of Probability","volume":null,"pages":null},"PeriodicalIF":2.1000,"publicationDate":"2014-07-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1214/15-AOP1057","citationCount":"44","resultStr":"{\"title\":\"Sobolev differentiable flows of SDEs with local Sobolev and super-linear growth coefficients\",\"authors\":\"Longjie Xie, Xicheng Zhang\",\"doi\":\"10.1214/15-AOP1057\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"By establishing a characterization for Sobolev differentiability of random fields, we prove the weak differentiability of solutions to stochastic differential equations with local Sobolev and super-linear growth coefficients with respect to the starting point. Moreover, we also study the strong Feller property and the irreducibility to the associated diffusion semigroup.\",\"PeriodicalId\":50763,\"journal\":{\"name\":\"Annals of Probability\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":2.1000,\"publicationDate\":\"2014-07-22\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://sci-hub-pdf.com/10.1214/15-AOP1057\",\"citationCount\":\"44\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Annals of Probability\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1214/15-AOP1057\",\"RegionNum\":1,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Annals of Probability","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1214/15-AOP1057","RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Sobolev differentiable flows of SDEs with local Sobolev and super-linear growth coefficients
By establishing a characterization for Sobolev differentiability of random fields, we prove the weak differentiability of solutions to stochastic differential equations with local Sobolev and super-linear growth coefficients with respect to the starting point. Moreover, we also study the strong Feller property and the irreducibility to the associated diffusion semigroup.
期刊介绍：
The Annals of Probability publishes research papers in modern probability theory, its relations to other areas of mathematics, and its applications in the physical and biological sciences. Emphasis is on importance, interest, and originality – formal novelty and correctness are not sufficient for publication. The Annals will also publish authoritative review papers and surveys of areas in vigorous development.
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