On Nondegenerate Itô Processes with Moderated Drift

DOI10.1137/s0040585x97t99160xzbMath1524.60112arXiv2303.07252OpenAlexW4388453759MaRDI QIDQ6090354

Nicolai V. Krylov

Publication date: 14 November 2023

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2303.07252

zbMATH Keywords

diffusion processItô processsingular drift

Mathematics Subject Classification ID

Maximum principles in context of PDEs (35B50) A priori estimates in context of PDEs (35B45) Stochastic integrals (60H05)

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