On strong solutions of time inhomogeneous It\^o's equations with Morrey diffusion and drift

MaRDI QIDQ6402232zbMATH OpenFDO

Authors N. V. Krylov

Publication date 15 June 2022

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Abstract: We prove strong existense of solutions of It^o's stochastic time dependent equations with irregular diffusion and drift terms of Morrey class type.

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