On weak and strong solutions of time inhomogeneous It\^o's equations with VMO diffusion and Morrey drift
Probability
2024-09-16 v3
Abstract
We prove the existence of weak solutions of It\^o's stochastic time dependent equations with irregular diffusion and drift terms of Morrey spaces. Weak uniqueness (generally conditional) and a conjecture pertaining to strong solutions are also discussed. Our results are new even if the drift term vanishes.
Keywords
Cite
@article{arxiv.2303.11238,
title = {On weak and strong solutions of time inhomogeneous It\^o's equations with VMO diffusion and Morrey drift},
author = {N. V. Krylov},
journal= {arXiv preprint arXiv:2303.11238},
year = {2024}
}
Comments
36 pages. arXiv admin note: substantial text overlap with arXiv:2206.07871, some assertions are made stronger for later use, just cosmetic changes requested by referees of the previous version