On stochastic equations with drift in L_d
From MaRDI portal
Publication:2057205
Abstract: For It^o stochastic equations in with drift in several results are discussed such as the existence of weak solutions, the existence of the corresponding Markov process, Aleksandrov type estimates of their Green's functions, which yield their summability to the power of , the Fabes-Stroock type estimates which show that Green's functions are summable to a higher degree, the Fanghua Lin type estimates, which are one of the main tools in the -theory of fully nonlinear elliptic equations, the fact that Green's functions are in the class of Muckenhoupt and a few other results.
Recommendations
- Some properties of solutions of Itô equations with drift in \(L_{d+1}\)
- On stochastic Itô processes with drift in \(L_d\)
- On time inhomogeneous stochastic Itô equations with drift in \(L_{D+1}\)
- Publication:4940292
- Feller generators and stochastic differential equations with singular (form-bounded) drift
Cites work
- A CERTAIN PROPERTY OF SOLUTIONS OF PARABOLIC EQUATIONS WITH MEASURABLE COEFFICIENTS
- A nonlinear fabes—stroock result
- Estimates near the boundary for solutions of elliptic partial differential equations satisfying general boundary conditions. I
- Harnack inequalities for solutions of general second order parabolic equations and estimates of their Hölder constants
- scientific article; zbMATH DE number 3664138 (Why is no real title available?)
- scientific article; zbMATH DE number 3717774 (Why is no real title available?)
- scientific article; zbMATH DE number 3636498 (Why is no real title available?)
- scientific article; zbMATH DE number 732507 (Why is no real title available?)
- scientific article; zbMATH DE number 3895476 (Why is no real title available?)
- scientific article; zbMATH DE number 3223983 (Why is no real title available?)
- scientific article; zbMATH DE number 3424452 (Why is no real title available?)
- Linear and fully nonlinear elliptic equations with L_d-drift
- Non-divergence elliptic equations of second order with unbounded drift
- On diffusion processes with drift in \(L_d\)
- On the alexandroff‐bakelman‐pucci estimate and the reversed hölder inequality for solutions of elliptic and parabolic equations
- ON THE SELECTION OF A MARKOV PROCESS FROM A SYSTEM OF PROCESSES AND THE CONSTRUCTION OF QUASI-DIFFUSION PROCESSES
- Second-order elliptic equations with variably partially VMO coefficients
- Sobolev and viscosity solutions for fully nonlinear elliptic and parabolic equations
- Some \(L_{p}\)-estimates for elliptic and parabolic operators with measurable coefficients
- The \(L^ p\)-integrability of Green's functions and fundamental solutions for elliptic and parabolic equations
- The L\(^p\)-integrability of the partial derivatives of a quasiconformal mapping
- Uniqueness conditions and estimates for the solution of the Dirichlet problem
- W 2,p -Solvability of the Dirichlet Problem for Nondivergence Elliptic Equations with VMO Coefficients
Cited in
(36)- Solutions of a stochastic differential equation forced onto a manifold by a large drift
- On time inhomogeneous stochastic Itô equations with drift in \(L_{D+1}\)
- On stochastic Itô processes with drift in \(L_d\)
- On strong solutions of Itô's equations with \(\sigma\in W_{\mathtt{d}}^1\) and \(\mathtt{b}\in{L_{\mathtt{d}}}\)
- Aleksandrov-Bakelman-Pucci maximum principle for L^p-viscosity solutions of equations with unbounded terms
- SDEs with critical time dependent drifts: weak solutions
- Some properties of solutions of Itô equations with drift in \(L_{d+1}\)
- Stochastic equations with time-dependent singular drift
- Stochastic equations with time-dependent drift driven by Lévy processes
- On the behaviour of the solution of a stochastic equation with unbounded drift
- On the tangent flow of a stochastic differential equation with fast drift
- The local principle of large deviations for solutions of Itô stochastic equations with quick drift
- Stochastic equations with multidimensional drift driven by Levy processes
- Aleksandrov's estimates for elliptic equations with drift in Morrey spaces containing L_d
- Elliptic equations in divergence form with drifts in 𝐿²
- Dirichlet and Neumann problems for elliptic equations with singular drifts on Lipschitz domains
- Elliptic equations in Sobolev spaces with Morrey drift and the zeroth-order coefficients
- On diffusion processes with drift in \(L_{d+1}\)
- On Nondegenerate Itô Processes with Moderated Drift
- A review of some new results in the theory of linear elliptic equations with drift in L_d
- Stochastic differential equations with critically irregular drift coefficients
- Calderón-Zygmund estimates for the fully nonlinear obstacle problem with super-linear Hamiltonian terms and unbounded ingredients
- On diffusion processes with drift in a Morrey class containing \(L_{d+2}\)
- On potentials of Itô's processes with drift in \(L_{d+1}\)
- Stochastic differential equations with local growth singular drifts
- Strong existence and uniqueness of solutions of SDEs with time dependent Kato class coefficients
- Some remarks on Itô stochastic processes
- Fabes-Stroock approach to higher integrability of Green's functions and ABP estimates with L_d drift
- Stochastic differential equations with low regularity growing drifts and applications
- SDEs with critical time dependent drifts: strong solutions
- Stochastic equations with singular drift driven by fractional Brownian motion
- Gradient estimates of strong solutions for stochastic differential equations with square integrable drift
- Stochastic differential equations with critically low regularity growing drift
- Solving McKean-Vlasov SDEs via relative entropy
- Once again about weak uniqueness for SDE with singular coefficients
- Malliavin calculus and stochastic differential equations
This page was built for publication: On stochastic equations with drift in \({L_d}\)
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2057205)
