Stochastic differential equations with critically low regularity growing drift

Wei, Jinlong; Hu, Junhao; Yuan, Chenggui

doi:10.1016/j.jde.2025.113453

Journal article 424 views 209 downloads

Stochastic differential equations with critically low regularity growing drift

Jinlong Wei, Junhao Hu, Chenggui Yuan

Journal of Differential Equations, Volume: 440, Issue: 2, Start page: 113453

Swansea University Author: Chenggui Yuan

PDF | Version of Record

© 2025 The Author(s). This is an open access article distributed under the terms of the Creative Commons CC-BY license.
Download (612.79KB)

Check full text

DOI (Published version): 10.1016/j.jde.2025.113453

Abstract

We obtain the existence and uniqueness of stochastic flows of homeomorphisms for a class of stochastic differential equations driven by the low regularity growing drift in critical Lorentz-Hölder space Lq,1([0,T]; Cl 2/q −1 (Rd)) (q ∈ (1, 2)). Moreover, we prove that the unique stochastic flow of ho...

Full description

Published in:	Journal of Differential Equations
ISSN:	0022-0396 1090-2732
Published:	Elsevier Inc 2025
Online Access:	Check full text
URI:	https://cronfa.swan.ac.uk/Record/cronfa69562

first_indexed	2025-05-23T11:01:19Z
last_indexed	2025-05-24T11:26:41Z
id	cronfa69562
recordtype	SURis
fullrecord	<?xml version="1.0"?><rfc1807><datestamp>2025-05-23T12:03:47.1093954</datestamp><bib-version>v2</bib-version><id>69562</id><entry>2025-05-23</entry><title>Stochastic differential equations with critically low regularity growing drift</title><swanseaauthors><author><sid>22b571d1cba717a58e526805bd9abea0</sid><ORCID>0000-0003-0486-5450</ORCID><firstname>Chenggui</firstname><surname>Yuan</surname><name>Chenggui Yuan</name><active>true</active><ethesisStudent>false</ethesisStudent></author></swanseaauthors><date>2025-05-23</date><deptcode>MACS</deptcode><abstract>We obtain the existence and uniqueness of stochastic flows of homeomorphisms for a class of stochastic differential equations driven by the low regularity growing drift in critical Lorentz-Hölder space Lq,1([0,T]; Cl 2/q −1 (Rd)) (q ∈ (1, 2)). Moreover, we prove that the unique stochastic flow of homeomorphisms is weakly differentiable with respect to the spatial variables.</abstract><type>Journal Article</type><journal>Journal of Differential Equations</journal><volume>440</volume><journalNumber>2</journalNumber><paginationStart>113453</paginationStart><paginationEnd/><publisher>Elsevier Inc</publisher><placeOfPublication/><isbnPrint/><isbnElectronic/><issnPrint>0022-0396</issnPrint><issnElectronic>1090-2732</issnElectronic><keywords>Low regularity growing drift; Stochastic flow; Lorentz-Hölder space</keywords><publishedDay>25</publishedDay><publishedMonth>9</publishedMonth><publishedYear>2025</publishedYear><publishedDate>2025-09-25</publishedDate><doi>10.1016/j.jde.2025.113453</doi><url/><notes/><college>COLLEGE NANME</college><department>Mathematics and Computer Science School</department><CollegeCode>COLLEGE CODE</CollegeCode><DepartmentCode>MACS</DepartmentCode><institution>Swansea University</institution><apcterm>SU Library paid the OA fee (TA Institutional Deal)</apcterm><funders>Jinlong Wei was partly supported by the National Natural Science Foundation of China grant 12171247. Junhao Hu was partially supported by the National Natural Science Foundation of China grant 62373383 and the Fundamental Research Funds for the Central Universities of South-Central Minzu University grants KTZ20051 and CZT20020.</funders><projectreference/><lastEdited>2025-05-23T12:03:47.1093954</lastEdited><Created>2025-05-23T11:20:07.0009203</Created><path><level id="1">Faculty of Science and Engineering</level><level id="2">School of Mathematics and Computer Science - Mathematics</level></path><authors><author><firstname>Jinlong</firstname><surname>Wei</surname><order>1</order></author><author><firstname>Junhao</firstname><surname>Hu</surname><order>2</order></author><author><firstname>Chenggui</firstname><surname>Yuan</surname><orcid>0000-0003-0486-5450</orcid><order>3</order></author></authors><documents><document><filename>69562__34341__a2c1a766c398440495a59175c93c1e30.pdf</filename><originalFilename>69562.VOR.pdf</originalFilename><uploaded>2025-05-23T11:58:31.1924373</uploaded><type>Output</type><contentLength>627500</contentLength><contentType>application/pdf</contentType><version>Version of Record</version><cronfaStatus>true</cronfaStatus><documentNotes>© 2025 The Author(s). This is an open access article distributed under the terms of the Creative Commons CC-BY license.</documentNotes><copyrightCorrect>true</copyrightCorrect><language>eng</language><licence>http://creativecommons.org/licenses/by/4.0/</licence></document></documents><OutputDurs/></rfc1807>
spelling	2025-05-23T12:03:47.1093954 v2 69562 2025-05-23 Stochastic differential equations with critically low regularity growing drift 22b571d1cba717a58e526805bd9abea0 0000-0003-0486-5450 Chenggui Yuan Chenggui Yuan true false 2025-05-23 MACS We obtain the existence and uniqueness of stochastic flows of homeomorphisms for a class of stochastic differential equations driven by the low regularity growing drift in critical Lorentz-Hölder space Lq,1([0,T]; Cl 2/q −1 (Rd)) (q ∈ (1, 2)). Moreover, we prove that the unique stochastic flow of homeomorphisms is weakly differentiable with respect to the spatial variables. Journal Article Journal of Differential Equations 440 2 113453 Elsevier Inc 0022-0396 1090-2732 Low regularity growing drift; Stochastic flow; Lorentz-Hölder space 25 9 2025 2025-09-25 10.1016/j.jde.2025.113453 COLLEGE NANME Mathematics and Computer Science School COLLEGE CODE MACS Swansea University SU Library paid the OA fee (TA Institutional Deal) Jinlong Wei was partly supported by the National Natural Science Foundation of China grant 12171247. Junhao Hu was partially supported by the National Natural Science Foundation of China grant 62373383 and the Fundamental Research Funds for the Central Universities of South-Central Minzu University grants KTZ20051 and CZT20020. 2025-05-23T12:03:47.1093954 2025-05-23T11:20:07.0009203 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Jinlong Wei 1 Junhao Hu 2 Chenggui Yuan 0000-0003-0486-5450 3 69562__34341__a2c1a766c398440495a59175c93c1e30.pdf 69562.VOR.pdf 2025-05-23T11:58:31.1924373 Output 627500 application/pdf Version of Record true © 2025 The Author(s). This is an open access article distributed under the terms of the Creative Commons CC-BY license. true eng http://creativecommons.org/licenses/by/4.0/
title	Stochastic differential equations with critically low regularity growing drift
spellingShingle	Stochastic differential equations with critically low regularity growing drift Chenggui Yuan
title_short	Stochastic differential equations with critically low regularity growing drift
title_full	Stochastic differential equations with critically low regularity growing drift
title_fullStr	Stochastic differential equations with critically low regularity growing drift
title_full_unstemmed	Stochastic differential equations with critically low regularity growing drift
title_sort	Stochastic differential equations with critically low regularity growing drift
author_id_str_mv	22b571d1cba717a58e526805bd9abea0
author_id_fullname_str_mv	22b571d1cba717a58e526805bd9abea0_***_Chenggui Yuan
author	Chenggui Yuan
author2	Jinlong Wei Junhao Hu Chenggui Yuan
format	Journal article
container_title	Journal of Differential Equations
container_volume	440
container_issue	2
container_start_page	113453
publishDate	2025
institution	Swansea University
issn	0022-0396 1090-2732
doi_str_mv	10.1016/j.jde.2025.113453
publisher	Elsevier Inc
college_str	Faculty of Science and Engineering
hierarchytype
hierarchy_top_id	facultyofscienceandengineering
hierarchy_top_title	Faculty of Science and Engineering
hierarchy_parent_id	facultyofscienceandengineering
hierarchy_parent_title	Faculty of Science and Engineering
department_str	School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics
document_store_str	1
active_str	0
description	We obtain the existence and uniqueness of stochastic flows of homeomorphisms for a class of stochastic differential equations driven by the low regularity growing drift in critical Lorentz-Hölder space Lq,1([0,T]; Cl 2/q −1 (Rd)) (q ∈ (1, 2)). Moreover, we prove that the unique stochastic flow of homeomorphisms is weakly differentiable with respect to the spatial variables.
published_date	2025-09-25T05:29:59Z
_version_	1856986781508960256
score	11.09613

Stochastic differential equations with critically low regularity growing drift

Similar Items