SDEs with critical time dependent drifts: weak solutions


Abstract in English

We prove the unique weak solvability of time-inhomogeneous stochastic differential equations with additive noises and drifts in critical Lebsgue space $L^q([0,T]; L^{p}(mathbb{R}^d))$ with $d/p+2/q=1$. The weak uniqueness is obtained by solving corresponding Kolmogorovs backward equations in some second order Sobolev spaces, which is analytically interesting in itself.

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