On strong solutions of time inhomogeneous Itô's equations with Morrey diffusion gradient and drift. A supercritical case

被引：0

作者：

Krylov, N. V. ^{[1
]}

机构：

[1] Univ Minnesota, Sch Math, Minneapolis, MN 55455 USA

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2025年 / 185卷

关键词：

Strong solutions; Time inhomogeneous equations; Morrey drift; STOCHASTIC DIFFERENTIAL-EQUATIONS; SOBOLEV DIFFUSION; EXPLICIT FORMULAS; UNIQUENESS; FLOWS; SDES;

D O I：

10.1016/j.spa.2025.104619

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We prove the existence of strong solutions of It & ocirc;'s stochastic time dependent equations with irregular diffusion and drift terms of Morrey spaces. Strong uniqueness is also discussed. The results are new even if there is no drift.

引用

页数：20

共 31 条

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