On diffusion processes with drift in \(L_d\)

DOI10.1007/s00440-020-01007-3zbMath1480.60239arXiv2001.04950OpenAlexW3091375151MaRDI QIDQ2660387

Nicolai V. Krylov

Publication date: 30 March 2021

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.04950

zbMATH Keywords

Markov processesdiffusion processesItô equations

Mathematics Subject Classification ID

Diffusion processes (60J60) Transition functions, generators and resolvents (60J35)

Related Items (15)

Feller generators and stochastic differential equations with singular (form-bounded) drift ⋮ The adaptive biasing force algorithm with non-conservative forces and related topics ⋮ Global \({L}_p\) estimates for kinetic Kolmogorov-Fokker-Planck equations in nondivergence form ⋮ Stochastic equations with time-dependent singular drift ⋮ Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes ⋮ On diffusion processes with drift in \(L_{d+1}\) ⋮ A review of some new results in the theory of linear elliptic equations with drift in L_d ⋮ On admissible singular drifts of symmetric α‐stable process ⋮ Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients ⋮ On stochastic Itô processes with drift in \(L_d\) ⋮ On stochastic equations with drift in \({L_d}\) ⋮ On strong solutions of Itô's equations with \(\sigma\in W_{\mathtt{d}}^1\) and \(\mathtt{b}\in{L_{\mathtt{d}}}\) ⋮ Regularity theory of Kolmogorov operator revisited ⋮ SDEs with critical time dependent drifts: weak solutions ⋮ Aleksandrov’s estimates for elliptic equations with drift in Morrey spaces containing 𝐿_{𝑑}

Cites Work

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• ON THE SELECTION OF A MARKOV PROCESS FROM A SYSTEM OF PROCESSES AND THE CONSTRUCTION OF QUASI-DIFFUSION PROCESSES
• SOME ESTIMATES OF THE PROBABILITY DENSITY OF A STOCHASTIC INTEGRAL
• Diffusions and Elliptic Operators
• Sobolev and Viscosity Solutions for Fully Nonlinear Elliptic and Parabolic Equations
• On viscosity solutions of fully nonlinear equations with measurable ingredients
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