On the existence of diffusions with singular drift coefficient |
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Authors: | Jiaan Yan |
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Institution: | 1. Institute of Applied Mathematics, Academia Sinica, China
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Abstract: | Let \(L = \frac{1}{2}\sum\limits_{i,j = 1}^d {a^{ij} } (x)\frac{{\partial ^2 }}{{\partial x^i \partial x^j }} + \sum\limits_{i = 1}^d {b^i (x)\frac{\partial }{{\partial x^i }}}\) be an operator inR d, where the matrix (a ij ) is bounded, Hölder continuous and uniformly positive definite, and (b i (x)) is Borel measurable. In this paper we prove the existence ofL-diffusion under the hypothesis that $$\mathop {\sup }\limits_x \int_{|y - x| \leqslant \frac{1}{2}} {g_d (x - y)} |b(y)|^2 dy< \infty ,$$ whereg 1(z)=1,g 2(z)=?ln|z| andg d (z)=|z|2?d ford≥3. |
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