On Krylov's estimates for optional semimartingales

DOI10.1515/ROSE-2021-2059MaRDI QIDQ2239786zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 5 November 2021

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose-2021-2059

zbMATH Keywords

Krylov's estimatesoptional semimartingaleslaglad processesItô's formula

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Generalizations of martingales (60G48) Random operators and equations (aspects of stochastic analysis) (60H25)

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Cites work

• scientific article; zbMATH DE number 3856122 (Why is no real title available?)
• scientific article; zbMATH DE number 3965101 (Why is no real title available?)
• scientific article; zbMATH DE number 3703752 (Why is no real title available?)
• scientific article; zbMATH DE number 3720745 (Why is no real title available?)
• scientific article; zbMATH DE number 3778409 (Why is no real title available?)
• scientific article; zbMATH DE number 3459664 (Why is no real title available?)
• scientific article; zbMATH DE number 3481257 (Why is no real title available?)
• scientific article; zbMATH DE number 3340825 (Why is no real title available?)
• Stochastic equations and krylov's estimates for semimartingales
• Theory of stochastic differential equations with jumps and applications.
• Weak Markov solutions of stochastic equations

Cited in

(1)

• Some properties of solutions of stochastic differential equations driven by semi-martingales

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