On strong solutions of Itô's equations with DσDσ and bb in Morrey classes containing LdL_{d}

preprint2022arXivOpen access

Abstract

We consider Itô uniformly nondegenerate equations with time independent coefficients, the diffusion coefficient in W2+ε,loc1W^{1}_{2+\varepsilon,loc}, and the drift in a Morrey class containing LdL_{d}. We prove the unique strong solvability in the class of admissible solutions for any starting point. The result is new even if the diffusion is constant.

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