Itô's formula for the \(L _{p }\)-norm of stochastic \({W^{1}_{p}}\)-valued processes
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Publication:975308
DOI10.1007/s00440-009-0217-7zbMath1232.60050arXiv0806.1557OpenAlexW2520948253MaRDI QIDQ975308
Publication date: 9 June 2010
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0806.1557
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
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Cites Work
- Itô's formula in UMD Banach spaces and regularity of solutions of the Zakai equation
- Filtering equations for partially observable diffusion processes with Lipschitz continuous coefficients
- On Divergence Form SPDEs with VMO Coefficients
- Stochastic evolution equations
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