Stochastic transport equation with singular drift

ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES(2024)

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摘要
We prove existence, uniqueness and Sobolev regularity of weak solution of the Cauchy problem of the stochastic transport equation with drift in a large class of singular vector fields containing, in particular, the L-d class, the weak L-d class, as well as some vector fields that are not even in L-loc(2+epsilon) for any epsilon > 0.
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关键词
Stochastic transport equation,Singular drift,Stochastic differential equations,Gradient estimates
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