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arXiv · 2303.11238

On weak and strong solutions of time inhomogeneous It\^o's equations with VMO diffusion and Morrey drift

N. V. Krylov
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Abstract

We prove the existence of weak solutions of It\^o's stochastic time dependent equations with irregular diffusion and drift terms of Morrey spaces. Weak uniqueness (generally conditional) and a conjecture pertaining to strong solutions are also discussed. Our results are new even if the drift term vanishes.

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N. V. Krylov. 2023-03-20. On weak and strong solutions of time inhomogeneous It\^o's equations with VMO diffusion and Morrey drift. https://arxiv.org/abs/2303.11238

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