On strong solutions of time inhomogeneous Itô's equations with Morrey diffusion gradient and drift. A supercritical case

N. V. Krylov

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arXiv · 2211.03719

On strong solutions of time inhomogeneous Itô's equations with Morrey diffusion gradient and drift. A supercritical case

N. V. Krylov

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Abstract

We prove the existence of strong solutions of Itô's stochastic time dependent equations with irregular diffusion and drift terms of Morrey spaces. Strong uniqueness is also discussed.

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N. V. Krylov. 2024-04-01. On strong solutions of time inhomogeneous Itô's equations with Morrey diffusion gradient and drift. A supercritical case. https://arxiv.org/abs/2211.03719

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