BEGIN:VCALENDAR VERSION:2.0 PRODID:-//132.216.98.100//NONSGML kigkonsult.se iCalcreator 2.20.4// BEGIN:VEVENT UID:20251122T022728EST-1412veNMsZ@132.216.98.100 DTSTAMP:20251122T072728Z DESCRIPTION:Title: Brownian motion with general drift\n Abstract: We constru ct and study the weak solution to stochastic differential equation dX_t=-b (X_t)dt+dW_t\, X_0=x\, for every x \in R^d\, d \geq 3\, with b in the clas s of weakly form-bounded vector fields\, containing\, as proper subclasses \, a sub-critical class [L^d+L^\infty]^d\, as well as critical classes suc h as weak the L^d class\, the Kato class\, the Campanato-Morrey class\, th e Chang-Wilson-T. Wolff class. This is joint work with Yu. A. Semenov arxi v:1710.06729\n DTSTART:20171124T193000Z DTEND:20171124T203000Z LOCATION:Room 5448\, CA\, Pav. André-Aisenstadt SUMMARY:Damir Kinzebulatov (Laval) URL:/mathstat/channels/event/damir-kinzebulatov-laval- 282533 END:VEVENT END:VCALENDAR