On strong solutions of time inhomogeneous It\^o's equations with Morrey diffusion and drift
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Publication:6402232
arXiv2206.07871MaRDI QIDQ6402232FDOQ6402232
Authors: N. V. Krylov
Publication date: 15 June 2022
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.
Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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