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This article is cited in 2 scientific papers (total in 2 papers)
On nondegenerate Itô processes with moderated drift
N. V. Krylov University of Minnesota, Minneapolis, MN, USA
Abstract:
We present an approach to proving parabolic Aleksandrov estimates with mixed norms for stochastic integrals with singular “moderated” drift.
Keywords:
diffusion process, Itô process, singular drift.
Received: 06.02.2023
Citation:
N. V. Krylov, “On nondegenerate Itô processes with moderated drift”, Teor. Veroyatnost. i Primenen., 68:3 (2023), 630–660; Theory Probab. Appl., 68:3 (2023), 510–536
Linking options:
https://www.mathnet.ru/eng/tvp5635https://doi.org/10.4213/tvp5635 https://www.mathnet.ru/eng/tvp/v68/i3/p630
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