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On stochastic Itô processes with drift in Ld

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  • Krylov, N.V.

Abstract

For Itô 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.

Suggested Citation

  • Krylov, N.V., 2021. "On stochastic Itô processes with drift in Ld," Stochastic Processes and their Applications, Elsevier, vol. 138(C), pages 1-25.
    • Handle: RePEc:eee:spapps:v:138:y:2021:i:c:p:1-25
    DOI: 10.1016/j.spa.2021.04.005
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    References listed on IDEAS

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    1. Zhang, Xicheng, 2005. "Strong solutions of SDES with singular drift and Sobolev diffusion coefficients," Stochastic Processes and their Applications, Elsevier, vol. 115(11), pages 1805-1818, November.
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    Cited by:

    1. 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.

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