It\^o's formula for the $L_{p}$-norm of stochastic $W^{1}_{p}$-valued processes
Probability
2008-06-11 v1
Abstract
We prove It\^o's formula for the -norm of a stochastic -valued processes appearing in the theory of SPDEs in divergence form.
Cite
@article{arxiv.0806.1557,
title = {It\^o's formula for the $L_{p}$-norm of stochastic $W^{1}_{p}$-valued processes},
author = {N. V. Krylov},
journal= {arXiv preprint arXiv:0806.1557},
year = {2008}
}
Comments
16 pages