On time inhomogeneous stochastic Itô equations with drift in \(L_{D+1}\) (Q2026650)

The author studies the solvability of Itô stochastic equations with a uniformly nondegenerate bounded measurable diffusion and drift in \(L_{d+1}(\mathbb{R}^d)\). The author proves the existence of weak solutions for the Itô stochastic equations. Furthermore, he proves the existence of strong Markov processes corresponding to the diffusion and drift with the properties indicated above. The main technical tools are collected in Section 4, where the author proves new mixed norm estimates for the distributions of semimartingales.