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

MaRDI QIDQ6404350zbMATH OpenFDO

Authors N. V. Krylov

Publication date 7 July 2022

Mathematics Subject Classification ID

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

Abstract: We prove strong existence and uniqueness of solutions of It^o's stochastic time dependent equations with irregular diffusion and drift terms of Morrey class type. In a sense we are treating a "supercritical" case.

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