SOME ESTIMATES OF THE PROBABILITY DENSITY OF A STOCHASTIC INTEGRAL

DOI10.1070/IM1974V008N01ABEH002103zbMATH Open0307.60051OpenAlexW1972304976MaRDI QIDQ4064798FDOQ4064798

N. V. Krylov

Publication date: 1975

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

Full work available at URL: https://doi.org/10.1070/im1974v008n01abeh002103

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Stochastic integrals (60H05) Stochastic integral equations (60H20)

Cited In (11)

• On diffusion processes with drift in a Morrey class containing \(L_{d+2}\)
• On the Hamilton-Jacobi-Bellman equations
• Probabilistic Approximation of a Nonlinear Parabolic Equation Occurring in Rheology
• On diffusion processes with drift in \(L_d\)
• Some properties of the Itô-Wiener expansion of the solution of a stochastic differential equation and local times
• Simplified existence for solutions to stochastic differential equations
• On Nondegenerate Itô Processes with Moderated Drift
• Infinitesimal methods in control theory: deterministic and stochastic
• On diffusion approximation with discountinuous coefficients.
• Weighted parabolic Aleksandrov estimates: PDE and stochastic versions
• Strong solutions to stochastic differential equations with rough coefficients

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