具有 Morrey 扩散梯度与漂移项的时间非齐次 Itô 方程的强解。一个超临界情形
概率论
2024-04-03 v4
摘要
我们证明了具有 Morrey 空间不规则扩散项与漂移项的时间依赖 Itô 随机方程强解的存在性。同时也讨论了强唯一性。
引用
@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}
}
备注
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