On diffusion processes with drift in a Morrey class containing L_d+2

DOI10.1007/S10884-021-10099-XMaRDI QIDQ6142265zbMATH OpenOpenAlexWikidataFDO

Authors N. V. Krylov

Publication date 21 December 2023

Published in Journal of Dynamics and Differential Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2104.05603

zbMATH Keywords

Aleksandrov estimatesdiffusion processessingular drift

Mathematics Subject Classification ID

Second-order parabolic equations (35K10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Abstract: We present new conditions on the drift of the Morrey type with mixed norms allowing us to obtain Aleksandrov type estimates of potentials of time inhomogeneous diffusion processes in spaces with mixed norms and, for instance, in $L_{d_0+1}$ with $d_0<d$.

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Cited in

(5)

• On diffusion processes with drift in \(L_{d+1}\)
• On potentials of Itô's processes with drift in \(L_{d+1}\)
• Once again on weak solutions of time inhomogeneous Itô's equations with VMO diffusion and Morrey drift
• Continuity of the spatial gradient of weak solutions to very singular parabolic equations involving the one-Laplacian
• Aleksandrov-Bakelman-Pucci-Krylov-Tso maximum principle for L^p-viscosity solutions of parabolic equations with drift term in L^q

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