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arxiv: 2007.06040 · v1 · pith:ALTMBDYInew · submitted 2020-07-12 · 🧮 math.PR

On strong solutions of It\^o's equations with a\,in W¹_(d) and b\,in L_(d)

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keywords equationsprovesolutionscoefficientsoriginalpointstartingstrong
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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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