On strong solutions of Itô's equations with \(\sigma\in W_{\mathtt{d}}^1\) and \(\mathtt{b}\in{L_{\mathtt{d}}}\) (Q2072091)
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scientific article
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| English | On strong solutions of Itô's equations with \(\sigma\in W_{\mathtt{d}}^1\) and \(\mathtt{b}\in{L_{\mathtt{d}}}\) |
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On strong solutions of Itô's equations with \(\sigma\in W_{\mathtt{d}}^1\) and \(\mathtt{b}\in{L_{\mathtt{d}}}\) (English)
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1 February 2022
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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)].
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martingale problem
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singular coefficients
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strong solutions
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vanishing mean oscillation
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0.8463361859321594
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0.8252974152565002
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0.8203054070472717
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