On strong solutions of time inhomogeneous Itô's equations with "supercritical" diffusion and drift

2022/07/08 by Krylov, N. V.
#60H10 #60J60 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2207.03626

Abstract

We prove strong existence and uniqueness of solutions of Itô's stochastic time dependent equations with irregular diffusion and drift terms of Morrey class type. In a sense we are treating a "supercritical" case.

Related

• On strong solutions of time inhomogeneous Itô's equations with Morrey diffusion gradient and drift. A supercritical case
• On strong solutions of time inhomogeneous Itô's equations with Morrey diffusion and drift
• On weak and strong solutions of time inhomogeneous Itô's equations with VMO diffusion and Morrey drift
• Once again on weak solutions of time inhomogeneous Itô's equations with VMO diffusion and Morrey drift
• On strong solutions of Itô's equations with Dσ and b in Morrey classes containing L_d