Nicolai Krylov
Professeur
University of Minnesota
Colloque
29 septembre 2023 de 15 h 30 à 16 h 30 (heure de Montréal/HNE) Sur place
On strong solutions of time inhomogeneous It\^o's equations with Morrey diffusion gradient and drift and related PDEs results. A supercritical case
Colloque par Nicolai Krylov (University of Minnesota)
We prove the existence of strong solutions of It\^o's stochastic time dependent equations with irregular diffusion and drift terms of Morrey spaces. Strong uniqueness is also discussed. The results are new even if there is no drift. The results are based on the solvability of parabolic equations with Morrey
drift in Morrey spaces, which is also new.
Adresse
Centre de recherches mathématiques Pavillon André-Aisenstadt, Université de Montréal salle 5340