On time inhomogeneous stochastic Itô equations with drift in $L_{d+1}$
UDC 519.21 We prove the solvability of Itô stochastic equations with uniformly nondegenerate bounded measurable diffusion and drift in $L_{d+1}(R^{d+1}).$Actually, the powers of summability of the drift in $x$ and $t$ could be different. Our results seem to be new even if the diffusion is constant....
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| Datum: | 2020 |
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| 1. Verfasser: | |
| Format: | Artikel |
| Sprache: | Ukrainisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
2020
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/6280 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
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