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....
Saved in:
| Date: | 2020 |
|---|---|
| Main Author: | |
| 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 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |
Institution
Ukrains’kyi Matematychnyi ZhurnalBe the first to leave a comment!