关于具有VMO扩散与Morrey漂移项的时间非齐次Itô方程的弱解与强解
概率论
2024-09-16 v3
摘要
我们证明了具有Morrey空间中的不规则扩散与漂移项的时间依赖Itô随机方程弱解的存在性。文中还讨论了弱唯一性（一般为条件唯一性）以及一个关于强解的猜想。即便漂移项为零，我们的结果也是新的。
引用
@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}
}
备注
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