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.
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