On strong solutions of Itô’s equations with Dσ and b in Morrey classes containing Ld
Nicolai V. Krylov · The Annals of Probability · 2023
We consider Itô uniformly nondegenerate equations with time independent coefficients, the diffusion coefficient in W2+ε,loc1, and the drift in a Morrey class containing Ld. 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.