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math.PR2022
On strong solutions of time inhomogeneous Itô's equations with Morrey diffusion gradient and drift. A supercritical case
N. V. Krylov
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 discuss…
math.PR2022
Remarks on the post of Röckner and Zhao about strong solutions of stochastic equations with critical singularities at arXiv:2103.05803v4
N. V. Krylov
We discuss various relations between part of the results in arXiv:2103.05803v4 and recent author's results.
math.PR2022
On strong solutions of time inhomogeneous Itô's equations with "supercritical" diffusion and drift
N. V. Krylov
We prove strong existence and uniqueness of solutions of Itô's stochastic time dependent equations with irregular diffusion and drift terms of Morrey class type. In a sense we are…
math.PR2022
On strong solutions of time inhomogeneous Itô's equations with Morrey diffusion and drift
N. V. Krylov
We prove strong existense of solutions of Itô's stochastic time dependent equations with irregular diffusion and drift terms of Morrey class type.