Itô's formula for the L _p -norm of stochastic W^1_p-valued processes
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Publication:975308
DOI10.1007/S00440-009-0217-7zbMATH Open1232.60050arXiv0806.1557OpenAlexW2520948253MaRDI QIDQ975308FDOQ975308
Authors: N. V. Krylov 
Publication date: 9 June 2010
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Abstract: We prove It^o's formula for the -norm of a stochastic -valued processes appearing in the theory of SPDEs in divergence form.
Full work available at URL: https://arxiv.org/abs/0806.1557
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Cited In (40)
- Large deviation principles for the stochastic quasi-geostrophic equations
- Non-uniqueness in law for the Boussinesq system forced by random noise
- Unique ergodicity for fractionally dissipated, stochastically forced 2D Euler equations
- Stochastic variational inequalities and applications to the total variation flow perturbed by linear multiplicative noise
- Sub and supercritical stochastic quasi-geostrophic equation
- Estimates in \(L_p\) for solutions of SPDEs with coefficients in Morrey classes
- On solvability of integro-differential equations
- Total variation flow perturbed by gradient linear multiplicative noise
- Boussinesq system with partial viscous diffusion or partial thermal diffusion forced by a random noise
- Fractionally dissipative stochastic quasi-geostrophic type equations on \(\mathbb{R}^{d}\)
- Stochastic nonlinear Schrödinger equations: no blow-up in the non-conservative case
- Stochastic nonlinear Schrödinger equations
- Random perturbations of viscous, compressible fluids: global existence of weak solutions
- Distribution-dependent stochastic porous media equations
- Weak solution for stochastic Degasperis-Procesi equation
- On well-posedness of semilinear stochastic evolution equations on \(L_p\) spaces
- On divergence form second-order PDEs with growing coefficients in \(W^{1}_{p}\) spaces without weights
- On a \(p(t,x)\)-Laplace evolution equation with a stochastic force
- Kalman-Bucy filter and SPDEs with growing lower-order coefficients in \(W_{p}^{1}\) spaces without weights
- Fractional stochastic active scalar equations generalizing the multi-dimensional quasi-geostrophic \& 2D-Navier-Stokes equations: the general case
- Stochastic porous media equations in \(\mathbb R^d\)
- On the solvability of degenerate stochastic partial differential equations in Sobolev spaces
- On \(L_p\)-solvability of stochastic integro-differential equations
- Non-uniqueness in law of transport-diffusion equation forced by random noise
- On Itô formulas for jump processes
- Finite difference schemes for stochastic partial differential equations in Sobolev spaces
- Stochastic generalized porous media equations over \(\sigma\)-finite measure spaces with non-continuous diffusivity function
- Hegselmann-Krause model with environmental noise
- Random perturbations for the chemotaxis-fluid model with fractional dissipation: global pathwise weak solutions
- Itô formula for processes taking values in intersection of finitely many Banach spaces
- Lagrangian averaged stochastic advection by Lie transport for fluids
- On inviscid limits for the stochastic Navier-Stokes equations and related models
- Analytical properties for a stochastic rotating shallow water model under location uncertainty
- On global existence and blowup of solutions of stochastic Keller-Segel type equation
- A \({W}^{n}_{2}\)-theory of stochastic parabolic partial differential systems on \(C ^{1}\)-domains
- The microscopic derivation and well-posedness of the stochastic Keller-Segel equation
- The stochastic Gierer-Meinhardt system
- Finite element approximations of the stochastic mean curvature flow of planar curves of graphs
- Long time dynamics of stochastic fractionally dissipative quasi-geostrophic equations with stochastic damping
- The stochastic logarithmic Schrödinger equation
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