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

2022/06/16 by Krylov, N. V.
#60H10 #60J60 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2206.07871

Abstract

We prove strong existense of solutions of Itô's stochastic time dependent equations with irregular diffusion and drift terms of Morrey class type.

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