Open Access
2023 Stability estimates for singular SDEs and applications
Lucio Galeati, Chengcheng Ling
Author Affiliations +
Electron. J. Probab. 28: 1-31 (2023). DOI: 10.1214/23-EJP913


We prove several stability estimates, comparing solutions driven by different (bi,σi), both for Itô and Stratonovich SDEs, possibly depending on negative Sobolev norms of the difference b1b2. We then discuss several applications of these results to McKean–Vlasov SDEs, criteria for strong compactness of solutions and Wong–Zakai type theorems.

Funding Statement

LG was funded by the DFG under Germany’s Excellence Strategy – GZ 2047/1, project-id 390685813 during the completion of this work. CL acknowledges financial support by the DFG via Research Unit FOR 2402.


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Lucio Galeati. Chengcheng Ling. "Stability estimates for singular SDEs and applications." Electron. J. Probab. 28 1 - 31, 2023.


Received: 7 August 2022; Accepted: 1 February 2023; Published: 2023
First available in Project Euclid: 9 February 2023

Digital Object Identifier: 10.1214/23-EJP913

Primary: 60F15 , 60H10 , 60H50 , 60J60

Keywords: distributional drifts , Krylov–Röckner condition , McKean–Vlasov equations , SDEs with singular coefficients , stability , strong compactness of solutions , Wong–Zakai theorem

Vol.28 • 2023
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