On time inhomogeneous stochastic Itô equations with drift in \(L_{D+1}\)

DOI10.1007/s11253-021-01864-8zbMath1483.60083arXiv2005.08831OpenAlexW3156013587MaRDI QIDQ2026650

Nicolai V. Krylov

Publication date: 20 May 2021

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2005.08831

zbMATH Keywords

solvabilityItô stochastic equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (12)

Some properties of solutions of Itô equations with drift in \(L_{d+1}\) ⋮ On the asymptotic behavior of solutions of the Cauchy problem for parabolic equations with time periodic coefficients ⋮ Stochastic equations with time-dependent singular drift ⋮ On diffusion processes with drift in \(L_{d+1}\) ⋮ On Nondegenerate Itô Processes with Moderated Drift ⋮ On admissible singular drifts of symmetric α‐stable process ⋮ On diffusion processes with drift in a Morrey class containing \(L_{d+2}\) ⋮ On the asymptotic behavior of solutions of the Cauchy problem for parabolic equations with time periodic coefficients ⋮ On stochastic Itô processes with drift in \(L_d\) ⋮ Existence of strong solutions for Itô's stochastic equations via approximations: revisited ⋮ Regularity theory of Kolmogorov operator revisited ⋮ SDEs with critical time dependent drifts: weak solutions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Weak Markov solutions of stochastic equations
• Ergodicity of stochastic differential equations with jumps and singular coefficients
• Stochastic differential equations with critical drifts
• Support theorem for an SPDE with multiplicative noise driven by a cylindrical Wiener process on the real line
• Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness
• ON ESTIMATES OF THE MAXIMUM OF A SOLUTION OF A PARABOLIC EQUATION AND ESTIMATES OF THE DISTRIBUTION OF A SEMIMARTINGALE
• On Stochastic Differential Equations with Locally Unbounded Drift
• ON THE SELECTION OF A MARKOV PROCESS FROM A SYSTEM OF PROCESSES AND THE CONSTRUCTION OF QUASI-DIFFUSION PROCESSES
• Sobolev and Viscosity Solutions for Fully Nonlinear Elliptic and Parabolic Equations

This page was built for publication: On time inhomogeneous stochastic Itô equations with drift in \(L_{D+1}\)