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arXiv:2207.03626 [math.PR]AbstractReferencesReviewsResources

On strong solutions of time inhomogeneous Itô's equations with "supercritical'' diffusion and drift

N. V. Krylov

Published 2022-07-08Version 1

We prove strong existence 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.

Comments: 14 pages. arXiv admin note: substantial text overlap with arXiv:2206.07871
Categories: math.PR
Subjects: 60H10, 60J60
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