Strong solutions of stochastic equations with singular time dependent drift

We prove existence and uniqueness of strong solutions to stochastic equations in domains G [is a proper subset] [set of real numbers] with unit diffusion and singular time dependent drift b up to an explosion time. We only assume local Lq_Lp-integrability of b in [set of real numbers xG with d/p+2/q...

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Veröffentlicht in:	Probability theory and related fields 2005-02, Vol.131 (2), p.154-196
Hauptverfasser:	KRYLOV, N. V, RÖCKNER, M
Format:	Artikel
Sprache:	eng
Schlagworte:	Brownian motion Drift Exact sciences and technology Markov processes Mathematical analysis Mathematics Potential theory Probability Probability and statistics Probability theory and stochastic processes Sciences and techniques of general use Stochastic models Studies Time dependence Time series
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