Singular Brownian Diffusion Processes

Abstract

In this paper, we survey the recent progress about the SDEs with distributional drifts and generalize some well-known results about the Brownian motion with singular measure-valued drifts. In particular, we show the well-posedness of martingale problem or the existence and uniqueness of weak solutions, and obtain sharp two-sided and gradient estimates of the heat kernel associated with the above SDE. Moreover, we also study the ergodicity and global regularity of the invariant measures of the associated semigroup under some dissipative assumptions.

Keywords

Singular drift / Weak solution / Heat kernel / Ergodicity / Zvonkin’s transformation

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Funding

NNSF(11731009)