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2014 Uniqueness of degenerate Fokker-Planck equations with weakly differentiable drift whose gradient is given by a singular integral
Dejun Luo
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Electron. Commun. Probab. 19: 1-14 (2014). DOI: 10.1214/ECP.v19-3407

Abstract

In this paper we prove the uniqueness of solutions to degenerate Fokker-Planck equations with bounded coefficients, under the additional assumptions that the diffusion coefficient has $W^{1,2}_{loc}$ regularity, while the gradient of the drift coefficient is merely given by a singular integral.

Citation

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Dejun Luo. "Uniqueness of degenerate Fokker-Planck equations with weakly differentiable drift whose gradient is given by a singular integral." Electron. Commun. Probab. 19 1 - 14, 2014. https://doi.org/10.1214/ECP.v19-3407

Information

Accepted: 12 July 2014; Published: 2014
First available in Project Euclid: 7 June 2016

zbMATH: 1300.35141
MathSciNet: MR3233205
Digital Object Identifier: 10.1214/ECP.v19-3407

Subjects:
Primary: 35Q84
Secondary: 60H10

Keywords: Fokker–Planck equation , martingale solution , maximal function , singular integral operator

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