On strong solutions of time inhomogeneous It\^o's equations with Morrey diffusion and drift

TL;DR

This paper proves the existence of strong solutions for time-inhomogeneous Itô equations with irregular Morrey class diffusion and drift terms, advancing the understanding of stochastic differential equations with less regular coefficients.

Contribution

It establishes the strong existence of solutions for stochastic equations with Morrey class irregular coefficients, a novel result in the theory of stochastic differential equations.

Findings

Proved strong existence of solutions with Morrey class coefficients

Extended stochastic calculus to irregular coefficient settings

Enhanced understanding of SDEs with non-smooth coefficients

Abstract

We prove strong existense of solutions of It\^o's stochastic time dependent equations with irregular diffusion and drift terms of Morrey class type.