On strong solutions of time inhomogeneous Itô’s equations with Morrey diffusion gradient and drift. A supercritical case

N.V. Krylov

Stochastic Processes and their Applications, 2025, vol. 185, issue C

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.

Keywords: Strong solutions; Time inhomogeneous equations; Morrey drift (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1016/j.spa.2025.104619

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