On stochastic Itô processes with drift in Ld

Autor:	Nicolai V Krylov
Rok vydání:	2021
Předmět:	Statistics and Probability 010104 statistics & probability Stochastic process Applied Mathematics Modeling and Simulation 010102 general mathematics Mathematical analysis 0101 mathematics Type (model theory) 01 natural sciences Resolvent Mathematics
Zdroj:	Stochastic Processes and their Applications. 138:1-25
ISSN:	0304-4149
DOI:	10.1016/j.spa.2021.04.005
Popis:	For Ito 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 .
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::6741979df04f08aeb63855e5d1f420cf https://doi.org/10.1016/j.spa.2021.04.005 Zobrazit plný text záznamu Full Text from ScienceDirect