含Ld的Morrey类中含有Dσ和b的Itô方程的强解

IF 2.1 1区数学 Q1 STATISTICS & PROBABILITY

Annals of Probability Pub Date : 2023-09-01 DOI:10.1214/23-aop1630

N.V. Krylov

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引用次数: 4

摘要

我们考虑了具有时间无关系数的Itô一致非退化方程，W2+ε中的扩散系数，loc1和含有Ld的Morrey类中的漂移。我们证明了在任何起始点的可容许解类中的唯一强可解性。即使扩散是恒定的，结果也是新的。

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On strong solutions of Itô’s equations with Dσ and b in Morrey classes containing Ld

We consider Itô uniformly nondegenerate equations with time independent coefficients, the diffusion coefficient in W2+ε,loc1, and the drift in a Morrey class containing Ld. We prove the unique strong solvability in the class of admissible solutions for any starting point. The result is new even if the diffusion is constant.

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来源期刊

Annals of Probability 数学-统计学与概率论

CiteScore

4.60

自引率

8.70%

发文量

审稿时长

6-12 weeks

期刊介绍： The Annals of Probability publishes research papers in modern probability theory, its relations to other areas of mathematics, and its applications in the physical and biological sciences. Emphasis is on importance, interest, and originality – formal novelty and correctness are not sufficient for publication. The Annals will also publish authoritative review papers and surveys of areas in vigorous development.