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arXiv · 2207.03626

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

N. V. Krylov
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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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N. V. Krylov. 2022-07-08. On strong solutions of time inhomogeneous It\^o's equations with "supercritical" diffusion and drift. https://arxiv.org/abs/2207.03626

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