On strong solutions of Itô's equations with W_d^1 and bL_d
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Publication:2072091
Abstract: We consider It^o uniformly nondegenerate equations with time independent coefficients, the diffusion coefficient in , and the drift in . We prove the unique strong solvability for any starting point and prove that as a function of the starting point the solutions are H"older continuous with any exponent . We also prove that if we are given a sequence of coefficients converging in an appropriate sense to the original ones, then the solutions of approximating equations converge to the solution of the original one.
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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