On strong solutions of time inhomogeneous Itô's equations with "supercritical" diffusion and drift
N. V. Krylov
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N. V. Krylov
文献摘要
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 treating a “supercritical” case.