Affiliation: | (1) University of Minnesota, 127 Vincent Hall, Minneapolis, MN 55455, USA;(2) Fakultät für Mathematik, Universität Bielefeld, Bielefeld, D-33501, Germany |
Abstract: | We prove existence and uniqueness of strong solutions to stochastic equations in domains with unit diffusion and singular time dependent drift b up to an explosion time. We only assume local Lq_Lp-integrability of b in ×G with d/p+2/q<1. We also prove strong Feller properties in this case. If b is the gradient in x of a nonnegative function blowing up as GxG, we prove that the conditions 2DtK,2Dt+Ke, [0,2), imply that the explosion time is infinite and the distributions of the solution have sub Gaussian tails.The work of the first author was partially supported by NSF Grant DMS-0140405Mathematics Subject Classification (2000): 60J60, 31C25Acknowledgement Financial support by the Humboldt Foundation, the BiBoS-Research Centre and the DFG-Forschergruppe Spectral Analysis, Asymptotic Distributions and Stochastic Dynamics is gratefully acknowledged. The authors are also sincerely grateful to the referees for their helpful suggestions. |