On stochastic Itô processes with drift in L_d

2020/01/10 by Н. В. Крылов, Krylov, N. V. · 2 citations
Computer Science · Economics, Econometrics and Finance · Mathematics · #60H10 #60H20 #60J60 #69H30 #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #advanced mathematical theories

paper · pdf · doi:10.48550/arxiv.2001.03660

openalex publication_date 2020/01/10 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

For Itô stochastic processes in ℝ^d with drift in L_d Aleksandrov's type estimates are established in the elliptic and parabolic settings. They are applied to estimating the resolvent operators of the corresponding elliptic and parabolic operators in L_p and L_p+1, respectively, where p≥ d.

Citations

• On stochastic equations with drift in L_d

Cited by

• Sharp Non-uniqueness in Law for Stochastic Differential Equations on the Whole Space
• Malliavin Calculus and Stochastic Differential Equations

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