Open Access
2024 Once again on weak solutions of time inhomogeneous Itô’s equations with VMO diffusion and Morrey drift
N.V. Krylov
Author Affiliations +
Electron. J. Probab. 29: 1-19 (2024). DOI: 10.1214/24-EJP1159

Abstract

We prove the existence and weak uniqueness of weak solutions of Itô’s stochastic time dependent equations with irregular diffusion and drift terms of Morrey class with mixed norms.

Acknowledgments

The author is sincerely grateful to M. Gerencher for communicating [2] and to the referees for their helpful impact.

Citation

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N.V. Krylov. "Once again on weak solutions of time inhomogeneous Itô’s equations with VMO diffusion and Morrey drift." Electron. J. Probab. 29 1 - 19, 2024. https://doi.org/10.1214/24-EJP1159

Information

Received: 16 April 2023; Accepted: 8 June 2024; Published: 2024
First available in Project Euclid: 20 June 2024

Digital Object Identifier: 10.1214/24-EJP1159

Subjects:
Primary: 60H10 , 60J60

Keywords: Morrey drift , time inhomogeneous equations , weak solutions

Vol.29 • 2024
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