Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift

نویسندگان

چکیده

We consider non degenerate Brownian SDEs with Hölder continuous in space diffusion coefficient and unbounded drift linear growth. derive two sided bounds for the associated density pointwise controls of its derivatives up to order under some additional spatial continuity assumptions on drift. Importantly, estimates reflect transport initial condition by through an auxiliary, possibly regularized, flow.

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ژورنال

عنوان ژورنال: Journal of Differential Equations

سال: 2021

ISSN: ['1090-2732', '0022-0396']

DOI: https://doi.org/10.1016/j.jde.2020.09.004