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

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.

32 pages, previous article is completely reworked. arXiv admin note: text overlap with arXiv:2206.07871, much stronger result is obtained, somewhat better organized, one reference added