On Krylov's estimates for optional semimartingales

DOI10.1515/ROSE-2021-2059zbMATH Open1479.60085OpenAlexW3168368505MaRDI QIDQ2239786FDOQ2239786

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

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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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• Stochastic equations and krylov's estimates for semimartingales
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Cited In (1)

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

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