On time inhomogeneous stochastic Itô equations with drift in $L_{d+1}$

• Datum: 2020
• 1. Verfasser: Krylov, N. V.
• Format: Artikel
• Sprache: Ukrainisch
• Veröffentlicht: Institute of Mathematics, NAS of Ukraine 2020
• Online Zugang: https://umj.imath.kiev.ua/index.php/umj/article/view/6280
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

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....