On strong solutions of time inhomogeneous It\^o's equations with "supercritical" diffusion and drift
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Publication:6404350
arXiv2207.03626MaRDI QIDQ6404350FDOQ6404350
Authors: N. V. Krylov 
Publication date: 7 July 2022
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.
Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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