On Strong Solutions of Time Inhomogeneous Itô's Equations with Morrey Diffusion Gradient and Drift - CSMQ Colloquium

Explore a comprehensive lecture on strong solutions of time-inhomogeneous Itô's equations with Morrey diffusion gradient and drift, and related PDEs results in the supercritical case. Delve into the proof of existence for strong solutions of Itô's stochastic time-dependent equations with irregular diffusion and drift terms in Morrey spaces. Examine the discussion on strong uniqueness, including novel findings for cases without drift. Investigate the foundational concept of solvability for parabolic equations with Morrey drift in Morrey spaces, which forms the basis for these groundbreaking results. Gain insights from this Colloque des sciences mathématiques du Québec (CSMQ) presentation, delivered by Nicolai Krylov at the Centre de recherches mathématiques (CRM) on September 29, 2023.

Nicolai Krylov: On strong solutions of time inhomogeneous Itô's equations w Morrey diffusion...