Well-posedness of strong solutions to SDEs with Kato class drifts

Date
2022/11/11 Fri 15:30 - 17:00
Speaker
Saisai Yang
Affiliation
University of Science and Technology of China
Abstract

In this talk, we will introduce Zvonkin transformations and use this methodology to solve the SDEs with singular drift b. We will show that if $|b|^2$ belongs to the Kato class $K_{d,a}$ for some $a \in (0,2)$ ($a$ can be arbitrarily close to $2$), then there exist unique strong solutions to the SDEs. Furthermore, we allow the drift to be time-dependent. In order to apply Zvonkin transformations, we need to have a better understanding for the parabolic equations with Kato class coefficients. Some new regularity estimates on Kato class and Hardy-Littlewood maximal operators will play crucial roles.