On strong solutions of time inhomogeneous Itô's equations with Morrey diffusion gradient and drift. A supercritical case
Fuente:
arXiv
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| Autor principal: | |
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| Formato: | Preprint |
| Publicado: |
2022
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| Materias: | |
| Acceso en línea: | |
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| _version_ | 1866914737569136640 |
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| author | Krylov, N. V. |
| author_facet | Krylov, N. V. |
| contents | We prove the existence of strong solutions of Itô's stochastic time dependent equations with irregular diffusion and drift terms of Morrey spaces. Strong uniqueness is also discussed. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2211_03719 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | On strong solutions of time inhomogeneous Itô's equations with Morrey diffusion gradient and drift. A supercritical case Krylov, N. V. Probability 60H10, 60J60 We prove the existence of strong solutions of Itô's stochastic time dependent equations with irregular diffusion and drift terms of Morrey spaces. Strong uniqueness is also discussed. |
| title | On strong solutions of time inhomogeneous Itô's equations with Morrey diffusion gradient and drift. A supercritical case |
| topic | Probability 60H10, 60J60 |
| url | https://arxiv.org/abs/2211.03719 |