dorsal/arxiv
View SchemaA norm equivalence result for stochastic differential equations with locally Lipschitz coefficients
| Authors | Kyo Yamazaki |
|---|---|
| Categories | |
| ArXiv ID | 2601.08294vv1 |
| URL | https://arxiv.org/abs/2601.08294 |
| License | http://arxiv.org/licenses/nonexclusive-distrib/1.0/ |
Abstract
We establish two-sided weighted integrability estimates, often referred to as a norm equivalence result, for stochastic differential equations (SDEs) with locally Lipschitz coefficients. As a key ingredient in our approach, we also derive an SDE satisfied by the inverse stochastic flow under reduced regularity assumptions in the globally Lipschitz setting.
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"abstract": "We establish two-sided weighted integrability estimates, often referred to as a norm equivalence result, for stochastic differential equations (SDEs) with locally Lipschitz coefficients. As a key ingredient in our approach, we also derive an SDE satisfied by the inverse stochastic flow under reduced regularity assumptions in the globally Lipschitz setting.",
"arxiv_id": "2601.08294",
"authors": [
"Kyo Yamazaki"
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"license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
"title": "A norm equivalence result for stochastic differential equations with locally Lipschitz coefficients",
"url": "https://arxiv.org/abs/2601.08294",
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