关于具有 VMO 扩散和莫雷漂移的时间不均匀伊托方程的弱解和强解

IF 1.1 2区数学 Q3 STATISTICS & PROBABILITY Stochastic Processes and their Applications Pub Date : 2024-10-09 DOI:10.1016/j.spa.2024.104505

N.V. Krylov

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引用次数: 0

摘要

我们证明了具有不规则扩散和漂移项的莫雷空间伊托随机时间相关方程的弱解的存在性。我们还讨论了弱唯一性（一般是有条件的）和与强解有关的猜想。即使漂移项消失，我们的结果也是新的。

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

We prove the existence of weak solutions of Itô’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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来源期刊

Stochastic Processes and their Applications 数学-统计学与概率论

CiteScore

2.90

自引率

7.10%

发文量

180

审稿时长

23.6 weeks

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.