论文标题

在用$ \,\ in w^{1} _ {d} $和b $ \,\ in l_ {d} $中的$ \,\中

On strong solutions of Itô's equations with a$\,\in W^{1}_{d}$ and b$\,\in L_{d}$

论文作者

Krylov, N. V.

论文摘要

我们认为ITô以时间独立系数为单一的非等级方程,$ W^{1} _ {D,LOC} $中的扩散系数和$ L_ {D} $中的漂移。我们证明了任何起点的独特强大解决性,并证明,作为起点的函数,解决方案与任何指数$ <1 $连续hölder是连续的。我们还证明,如果给我们一系列系数以适当的含义收敛到原始的系数,则近似方程的解决方案会收敛到原始溶液的解决方案。

We consider Itô uniformly nondegenerate equations with time independent coefficients, the diffusion coefficient in $W^{1}_{d,loc}$, and the drift in $L_{d}$. We prove the unique strong solvability for any starting point and prove that as a function of the starting point the solutions are Hölder continuous with any exponent $<1$. We also prove that if we are given a sequence of coefficients converging in an appropriate sense to the original ones, then the solutions of approximating equations converge to the solution of the original one.

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