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Mathematics of the USSR-Sbornik, 1989, Volume 64, Issue 2, Pages 505–526
DOI: https://doi.org/10.1070/SM1989v064n02ABEH003323
(Mi sm1757)
 

This article is cited in 7 scientific papers (total in 7 papers)

On moment estimates for quasiderivative of solutions of stochastic equations with respect to the initial data, and their applications

N. V. Krylov
References:
Abstract: There is a well-known method for proving smoothness of a probabilistic solution of an elliptic equation in space, based on studying the growth as $t\to\infty$ of the moments of the derivatives with respect to the initial data of a solution of an Ito stochastic equation. This article introduces the concept of quasiderivatives, which “work” in the places where derivatives work, and which enable one to essentially weaken the known conditions ensuring smoothness of a probabilistic solution of an elliptic equation.
Bibliography: 12 titles.
Received: 25.02.1987
Bibliographic databases:
UDC: 517.95
MSC: 60H10, 60H15
Language: English
Original paper language: Russian
Citation: N. V. Krylov, “On moment estimates for quasiderivative of solutions of stochastic equations with respect to the initial data, and their applications”, Math. USSR-Sb., 64:2 (1989), 505–526
Citation in format AMSBIB
\Bibitem{Kry88}
\by N.~V.~Krylov
\paper On moment estimates for quasiderivative of solutions of stochastic equations with respect to the initial data, and their applications
\jour Math. USSR-Sb.
\yr 1989
\vol 64
\issue 2
\pages 505--526
\mathnet{http://mi.mathnet.ru//eng/sm1757}
\crossref{https://doi.org/10.1070/SM1989v064n02ABEH003323}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=965890}
\zmath{https://zbmath.org/?q=an:0677.60064|0658.60086}
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  • https://doi.org/10.1070/SM1989v064n02ABEH003323
  • https://www.mathnet.ru/eng/sm/v178/i4/p510
  • This publication is cited in the following 7 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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