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arXiv:2303.11238 [math.PR]AbstractReferencesReviewsResources

On weak solutions of time inhomogeneous Itô's equations with VMO diffusion and Morrey drift

N. V. Krylov

Published 2023-03-20Version 1

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 and some results pertaining to strong solutions are also given.

Comments: 34 pages. arXiv admin note: substantial text overlap with arXiv:2206.07871
Categories: math.PR
Subjects: 60H10, 60J60
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