On weak and strong solutions of time inhomogeneous Itô's equations with VMO diffusion and Morrey drift
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arXiv
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| Format: | Preprint |
| Veröffentlicht: |
2023
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| _version_ | 1866912025193480192 |
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| author | Krylov, N. V. |
| author_facet | Krylov, N. V. |
| contents | We prove the existence of weak solutions of Itô'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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2303_11238 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | On weak and strong solutions of time inhomogeneous Itô's equations with VMO diffusion and Morrey drift Krylov, N. V. Probability 60H10, 60J60 We prove the existence of weak solutions of Itô'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. |
| title | On weak and strong solutions of time inhomogeneous Itô's equations with VMO diffusion and Morrey drift |
| topic | Probability 60H10, 60J60 |
| url | https://arxiv.org/abs/2303.11238 |