{"title":"On strong solutions of time inhomogeneous Itô’s equations with Morrey diffusion gradient and drift. A supercritical case","authors":"N.V. Krylov","doi":"10.1016/j.spa.2025.104619","DOIUrl":null,"url":null,"abstract":"<div><div>We prove the existence of strong solutions of Itô’s stochastic time dependent equations with irregular diffusion and drift terms of Morrey spaces. Strong uniqueness is also discussed. The results are new even if there is no drift.</div></div>","PeriodicalId":51160,"journal":{"name":"Stochastic Processes and their Applications","volume":"185 ","pages":"Article 104619"},"PeriodicalIF":1.1000,"publicationDate":"2025-03-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastic Processes and their Applications","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0304414925000602","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0
Abstract
We prove the existence of strong solutions of Itô’s stochastic time dependent equations with irregular diffusion and drift terms of Morrey spaces. Strong uniqueness is also discussed. The results are new even if there is no drift.
期刊介绍：
Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests.
Characterization, structural properties, inference and control of stochastic processes are covered. The journal is exacting and scholarly in its standards. Every effort is made to promote innovation, vitality, and communication between disciplines. All papers are refereed.
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