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

N.V. Krylov

Stochastic Processes and their Applications, 2025, vol. 179, issue C

Abstract: 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.

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.2024.104505

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