On strong solutions of It\^o's equations with a$\,\in W^{1}_{d}$ and b$\,\in L_{d}$
Probability
2020-07-14 v1
Abstract
We consider It\^o uniformly nondegenerate equations with time independent coefficients, the diffusion coefficient in , and the drift in . We prove the unique strong solvability for any starting point and prove that as a function of the starting point the solutions are H\"older continuous with any exponent . We also prove that if we are given a sequence of coefficients converging in an appropriate sense to the original ones, then the solutions of approximating equations converge to the solution of the original one.
Keywords
Cite
@article{arxiv.2007.06040,
title = {On strong solutions of It\^o's equations with a$\,\in W^{1}_{d}$ and b$\,\in L_{d}$},
author = {N. V. Krylov},
journal= {arXiv preprint arXiv:2007.06040},
year = {2020}
}
Comments
29 pages