ON MOMENT ESTIMATES FOR QUASIDERIVATIVES OF SOLUTIONS OF STOCHASTIC EQUATIONS WITH RESPECT TO THE INITIAL DATA, AND THEIR APPLICATION

DOI10.1070/SM1989V064N02ABEH003323zbMATH Open0677.60064MaRDI QIDQ3833366FDOQ3833366

Authors N. V. Krylov

Publication date 1989

Published in Mathematics of the USSR-Sbornik (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsmoment estimationquasiderivative

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Second-order elliptic equations (35J15)

Cited in

(7)

• scientific article; zbMATH DE number 3971899 (Why is no real title available?)
• Approximate analysis of nonlinear stochastic differential equations using certain generalized quasi-moment functions
• On the \(p\)th moment estimates for the solution of stochastic differential equations
• Estimates on moments of the solutions to stochastic differential equations with respect to martingales in the plane
• scientific article; zbMATH DE number 2169033 (Why is no real title available?)
• Interior gradient and Hessian estimates for the Dirichlet problem of semi-linear degenerate elliptic systems: a probabilistic approach
• On large deviation principles and the Monge-Ampère equation (following Berman, Hultgren)

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