ON STRONG SOLUTIONS OF ITÔ'S EQUATIONS WITH Dσ AND b IN MORREY CLASSES CONTAINING Ld

成果类型:
Article
署名作者:
Krylov, N. V.
署名单位:
University of Minnesota System; University of Minnesota Twin Cities
刊物名称:
ANNALS OF PROBABILITY
ISSN/ISSBN:
0091-1798
DOI:
10.1214/23-AOP1630
发表日期:
2023
页码:
1729-1751
关键词:
摘要:
We consider Ito uniformly nondegenerate equations with time independent coefficients, the diffusion coefficient in W12+epsilon,loc, and the drift in a Morrey class containing Ld. We prove the unique strong solvability in the class of admissible solutions for any starting point. The result is new even if the diffusion is constant.