On strong solutions of Itô's equations with \(\sigma\in W_{\mathtt{d}}^1\) and \(\mathtt{b}\in{L_{\mathtt{d}}}\) (Q2072091)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On strong solutions of Itô's equations with \(\sigma\in W_{\mathtt{d}}^1\) and \(\mathtt{b}\in{L_{\mathtt{d}}}\) |
scientific article |
Statements
On strong solutions of Itô's equations with \(\sigma\in W_{\mathtt{d}}^1\) and \(\mathtt{b}\in{L_{\mathtt{d}}}\) (English)
0 references
1 February 2022
0 references
The author consider Ito uniformly non-degenerate stochastic differential equations with time independent coefficients. The author prove the unique strong solvability for any starting point. The approach of the author is based on an analytic criterion for the existence of strong solutions which first appeared in [\textit{A. Yu. Veretennikov} and the author, Mat. Sb., Nov. Ser. 100(142), 266--284 (1976; Zbl 0353.60059)].
0 references
martingale problem
0 references
singular coefficients
0 references
strong solutions
0 references
vanishing mean oscillation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
