On stochastic Itô processes with drift in Ld

N. V. Krylov

doi:10.1016/j.spa.2021.04.005

On stochastic Itô processes with drift in L_d

N. V. Krylov

Mathematics

Research output: Contribution to journal › Article › peer-review

4 Scopus citations

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.

Original language	English (US)
Pages (from-to)	1-25
Number of pages	25
Journal	Stochastic Processes and their Applications
Volume	138
DOIs	https://doi.org/10.1016/j.spa.2021.04.005
State	Published - Aug 2021

Bibliographical note

Publisher Copyright:
© 2021 Elsevier B.V.

Keywords

Aleksandrov's estimates
Itô processes
Resolvents of operators

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10.1016/j.spa.2021.04.005

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Cite this

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title = "On stochastic It{\^o} processes with drift in Ld",

abstract = "For It{\^o} stochastic processes in Rd with drift in Ld 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 Lp and Lp+1, respectively, where p≥d.",

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KW - Itô processes

KW - Resolvents of operators

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