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Bibliographic Details
Main Authors: Röckner, Michael, Zhao, Guohuan
Format: Preprint
Published: 2021
Subjects:
Online Access:https://arxiv.org/abs/2103.05803
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Table of Contents:
  • Based on a compactness criterion for random fields in Wiener-Sobolev spaces, in this paper, we prove the unique strong solvability of time-inhomogeneous stochastic differential equations with drift coefficients in critical Lebesgue spaces, which gives an affirmative answer to a longstanding open problem. As an application, we also prove a regularity criterion for solutions of a stochastic system proposed by Constantin and Iyer (Comm. Pure. Appl. Math. 61(3): 330-345, 2008), which is closely related to the Navier-Stokes equations.