On strong solutions of time inhomogeneous It\^o's equations with Morrey diffusion gradient and drift. A supercritical case
Probability
2024-04-03 v4
Abstract
We prove the existence of strong solutions of It\^o's stochastic time dependent equations with irregular diffusion and drift terms of Morrey spaces. Strong uniqueness is also discussed.
Keywords
Cite
@article{arxiv.2211.03719,
title = {On strong solutions of time inhomogeneous It\^o's equations with Morrey diffusion gradient and drift. A supercritical case},
author = {N. V. Krylov},
journal= {arXiv preprint arXiv:2211.03719},
year = {2024}
}
Comments
32 pages, previous article is completely reworked. arXiv admin note: text overlap with arXiv:2206.07871, much stronger result is obtained, somewhat better organized, one reference added