On stochastic Itô processes with drift in Ld-Reference-Cited by-同舟云学术

On stochastic Itô processes with drift in Ld

Published:2021-08 Issue: Volume:138 Page:1-25
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Krylov N.V.^ORCID

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference20 articles.

1. Almost everywhere existence of the second differential of a convex function and some properties of convex surfaces connected with it;Aleksandrov;Leningrad State Univ. Ann. [Uchenye Zapiski] Math. Ser.,1939

2. Dirichlet’s problem for the equation detzij=φz1,…,zn,z,x1,…,xn;Aleksandrov;Vestnik Leningrad Univ. Ser. Mat. Meh. Astr.,1958

3. Pathwise uniqueness and continuous dependence of SDEs with non-regular drift;Fedrizzi;Stochastics,2011

4. Harnack and shift Harnack inequalities for SDEs with integrable drifts;Huang;Stoch. Dyn.,2019

5. N.V. Krylov, Linear and fully nonlinear elliptic equations with Ld-drift, http://arxiv.org/abs/2001.05435.

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