On nondegenerate It\^o processes with moderated drift
Probability
2023-03-14 v1
Abstract
In this paper we present an approach to proving parabolic Aleksandrov estimates with mixed norms for stochastic integrals with singular ``moderated'' drift.
Cite
@article{arxiv.2303.07252,
title = {On nondegenerate It\^o processes with moderated drift},
author = {N. V. Krylov},
journal= {arXiv preprint arXiv:2303.07252},
year = {2023}
}
Comments
25 pages. arXiv admin note: text overlap with arXiv:2102.10694