On strong solutions of time inhomogeneous It\^o's equations with "supercritical" diffusion and drift
Probability
2023-03-07 v4
Abstract
We prove strong existence and uniqueness of solutions of It\^o's stochastic time dependent equations with irregular diffusion and drift terms of Morrey class type. In a sense we are treating a "supercritical" case.
Keywords
Cite
@article{arxiv.2207.03626,
title = {On strong solutions of time inhomogeneous It\^o's equations with "supercritical" diffusion and drift},
author = {N. V. Krylov},
journal= {arXiv preprint arXiv:2207.03626},
year = {2023}
}
Comments
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