具有Morrey扩散梯度和漂移的时间非齐次Itô方程的强解。超临界情况

IF 1.2 2区数学 Q3 STATISTICS & PROBABILITY

Stochastic Processes and their Applications Pub Date : 2025-03-04 DOI:10.1016/j.spa.2025.104619

N.V. Krylov

引用次数: 0

摘要

证明了具有Morrey空间不规则扩散项和漂移项的Itô随机时相关方程强解的存在性。并讨论了强唯一性。即使没有漂移，结果也是新的。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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

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. The results are new even if there is no drift.

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来源期刊

Stochastic Processes and their Applications 数学-统计学与概率论

CiteScore

2.90

自引率

7.10%

发文量

180

审稿时长

23.6 weeks

期刊介绍： Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests. Characterization, structural properties, inference and control of stochastic processes are covered. The journal is exacting and scholarly in its standards. Every effort is made to promote innovation, vitality, and communication between disciplines. All papers are refereed.