On stochastic Ito processes with drift in Ld

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:138

Article

Krylov, N., V¹ 

[1] Univ Minnesota, 127 Vincent Hall, Minneapolis, MN 55455 USA

关键词: Ito processes;    Aleksandrov's estimates;    Resolvents of operators;   

DOI  :  10.1016/j.spa.2021.04.005

来源: Elsevier

【 摘 要 】

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 Lp+1, respectively, where p >= d. (C) 2021 Elsevier B.V. All rights reserved.

【 授权许可】

Free