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arXiv:2206.07871 [math.PR]AbstractReferencesReviewsResources

On strong solutions of time inhomogeneous Itô's equations with Morrey drift

N. V. Krylov

Published 2022-06-16Version 1

We prove strong existense of solutions of It\^o's stochastic time dependent equations with irregular diffusion and drift terms of Morrey class type.

Comments: 27 pages
Categories: math.PR
Subjects: 60H10, 60J60
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