On strong solutions of Itô's equations with \(\sigma\in W_{\mathtt{d}}^1\) and \(\mathtt{b}\in{L_{\mathtt{d}}}\)

DOI10.1214/21-AOP1525zbMath1497.60076arXiv2007.06040OpenAlexW4200304685MaRDI QIDQ2072091

Nicolai V. Krylov

Publication date: 1 February 2022

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.06040

zbMATH Keywords

strong solutionsmartingale problemsingular coefficientsvanishing mean oscillation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items (7)

SDEs with random and irregular coefficients ⋮ Stochastic equations with time-dependent singular drift ⋮ Elliptic equations in Sobolev spaces with Morrey drift and the zeroth-order coefficients ⋮ Stochastic differential equations with critically irregular drift coefficients ⋮ Convergence rate of the Euler-Maruyama scheme applied to diffusion processes with \(L^q - L^{\rho}\) drift coefficient and additive noise ⋮ On strong solutions of Itô's equations with \(D \sigma\) and \(b\) in Morrey classes containing \(L_d\) ⋮ SDEs with critical time dependent drifts: weak solutions

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