Some properties of solutions of It\^o equations with drift in $L_{d+1}$
Probability
2020-12-24 v2
Abstract
This paper is a natural continuation of [8], where strong Markov processes are constructed in time inhomogeneous setting with Borel measurable uniformly bounded and uniformly nondegenerate diffusion and drift in . Here we study some properties of these processes such as higher summability of Green's functions, boundedness of resolvent operators in Lebesgue spaces, establish It\^o's formula, and so on.
Keywords
Cite
@article{arxiv.2011.04589,
title = {Some properties of solutions of It\^o equations with drift in $L_{d+1}$},
author = {N. V. Krylov},
journal= {arXiv preprint arXiv:2011.04589},
year = {2020}
}
Comments
26 pages, part of the previous paper is deleted because of not enough arguments