arXiv · 2007.06040
On strong solutions of It\^o's equations with a$\,\in W^{1}_{d}$ and b$\,\in L_{d}$
Abstract
We consider It\^o uniformly nondegenerate equations with time independent coefficients, the diffusion coefficient in $W^{1}_{d,loc}$, and the drift in $L_{d}$. 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 $<1$. 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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N. V. Krylov. 2020-07-12. On strong solutions of It\^o's equations with a$\,\in W^{1}_{d}$ and b$\,\in L_{d}$. https://arxiv.org/abs/2007.06040
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