\(L^q(L^p)\)-theory of stochastic differential equations

DOI10.1016/j.spa.2020.03.004zbMath1456.60153arXiv1908.01255OpenAlexW3012486223MaRDI QIDQ2186665

Guohuan Zhao, Pengcheng Xia, Longjie Xie, Xicheng Zhang

Publication date: 9 June 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1908.01255

zbMATH Keywords

dualityKrylov's estimateZvonkin's transformation\(L^q(L^p)\)-estimates

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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