IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v147y2022icp363-387.html
   My bibliography  Save this article

Some properties of solutions of Itô equations with drift in Ld+1

Author

Listed:
  • Krylov, N.V.

Abstract

This paper is a natural continuation of Krylov (2020), where strong Markov processes are constructed in time inhomogeneous setting with Borel measurable uniformly bounded and uniformly nondegenerate diffusion and drift in Ld+1(Rd+1). Here we study some properties of these processes such as higher summability of Green’s functions, a maximum principle for related transport equations with irregular coefficients, boundedness of resolvent operators in Lebesgue spaces, establish Itô’s formula, and so on.

Suggested Citation

  • Krylov, N.V., 2022. "Some properties of solutions of Itô equations with drift in Ld+1," Stochastic Processes and their Applications, Elsevier, vol. 147(C), pages 363-387.
  • Handle: RePEc:eee:spapps:v:147:y:2022:i:c:p:363-387
    DOI: 10.1016/j.spa.2022.01.021
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0304414922000357
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.spa.2022.01.021?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Krylov, N.V., 2021. "On stochastic Itô processes with drift in Ld," Stochastic Processes and their Applications, Elsevier, vol. 138(C), pages 1-25.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Wenjie Ye, 2024. "Stochastic Differential Equations with Local Growth Singular Drifts," Journal of Theoretical Probability, Springer, vol. 37(3), pages 2576-2614, September.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:147:y:2022:i:c:p:363-387. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.