摘要
In this paper,we first obtain the existence and uniqueness of solution u of elliptic equation associated with Brownian motion with singular drift.We then use the regularity of the weak solution u and the Zvonkin-type transformation to show that there is a unique weak solution to a stochastic differential equation when the drift is a measurable function.
基金
This work is partly supported by National Natural Science Foundation of China(No.11671372,No.11721101,No.11971456)
the Fundamental Research Funds for the Central Universities,China(No.WK0010000057).
