On strong solutions of It\^o's equations with a\,in W¹_(d) and b\,in L_(d)
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We consider It\^o 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 H\"older 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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Non-Uniqueness for Nonlinear Fokker--Planck Equations and Their Associated Distribution-Dependent SDEs
Constructs divergence-free drifts in C_t L^{d-} yielding infinitely many distinct solutions to nonlinear Fokker-Planck equations and at least N distinct stationary martingale solutions to DDSDEs for any N when d≥3.
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