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

• Date: 2020
• Main Author: Krylov, N. V.
• Format: Article
• Language: Ukrainian
• Published: Institute of Mathematics, NAS of Ukraine 2020
• Online Access: https://umj.imath.kiev.ua/index.php/umj/article/view/6280
• Journal Title: 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....