Once again on weak solutions of time inhomogeneous Itô's equations with VMO diffusion and Morrey drift

2023/04/10 by N. V. Krylov, Krylov, N. V. · 1 citation
Computer Science · Economics, Econometrics and Finance · Mathematics · #60H10 #60J60 #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.2304.04634

openalex publication_date 2023/04/10 · openalex created_date 2023/04/12 · openalex updated_date 2026/07/28

Abstract

We prove the existence and weak uniqueness of weak solutions of Itô's stochastic time dependent equations with irregular diffusion and drift terms of Morrey class with mixed norms.

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