Geodesic
On nondegenerate It\^o processes with moderated drift
Teoriâ veroâtnostej i ee primeneniâ, Tome 68 (2023) no. 3, pp. 630-660

Voir la notice de l'article provenant de la source Math-Net.Ru

We present an approach to proving parabolic Aleksandrov estimates with mixed norms for stochastic integrals with singular “moderated” drift.
Mots-clés : diffusion process
Keywords: Itô process, singular drift. 
@article{TVP_2023_68_3_a11,
     author = {N. V. Krylov},
     title = {On nondegenerate {It\^o} processes with moderated drift},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {630--660},
     publisher = {mathdoc},
     volume = {68},
     number = {3},
     year = {2023},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2023_68_3_a11/}
}
TY  - JOUR
AU  - N. V. Krylov
TI  - On nondegenerate It\^o processes with moderated drift
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 2023
SP  - 630
EP  - 660
VL  - 68
IS  - 3
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_2023_68_3_a11/
LA  - ru
ID  - TVP_2023_68_3_a11
ER  - 
%0 Journal Article
%A N. V. Krylov
%T On nondegenerate It\^o processes with moderated drift
%J Teoriâ veroâtnostej i ee primeneniâ
%D 2023
%P 630-660
%V 68
%N 3
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_2023_68_3_a11/
%G ru
%F TVP_2023_68_3_a11
N. V. Krylov. On nondegenerate It\^o processes with moderated drift. Teoriâ veroâtnostej i ee primeneniâ, Tome 68 (2023) no. 3, pp. 630-660. http://geodesic.mathdoc.fr/item/TVP_2023_68_3_a11/