On stochastic Itô processes with drift in Ld

N.V. Krylov

Stochastic Processes and their Applications, 2021, vol. 138, issue C, 1-25

Abstract: For Itô stochastic processes in Rd with drift in Ld Aleksandrov’s type estimates are established in the elliptic and parabolic settings. They are applied to estimating the resolvent operators of the corresponding elliptic and parabolic operators in Lp and Lp+1, respectively, where p≥d.

Keywords: Itô processes; Aleksandrov’s estimates; Resolvents of operators (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spa.2021.04.005

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