论文标题
$ l_ {d+1} $时机不均匀的随机itô方程
On time inhomogeneous stochastic Itô equations with drift in $L_{d+1}$
论文作者
论文摘要
我们证明了ItôStochastic方程的溶解度，它们具有均匀的非排定，有限的，可测量的扩散和漂移$ L_ {D+1}（\ Mathbb {r}^{d+1}）$。实际上，$ x $和$ t $的漂移的总和能力可能有所不同。即使扩散是恒定的，我们的结果似乎是新的。证明可溶性属于A.V.的方法Skorokhod。即使扩散是恒定的，解决方案的独特性弱是一个开放的问题。
We prove the solvability of Itô stochastic equations with uniformly nondegenerate, bounded, measurable diffusion and drift in $L_{d+1}(\mathbb{R}^{d+1})$. Actually, the powers of summability of the drift in $x$ and $t$ could be different. Our results seem to be new even if the diffusion is constant. The method of proving the solvability belongs to A.V. Skorokhod. Weak uniqueness of solutions is an open problem even if the diffusion is constant.
