ON ESTIMATES OF THE MAXIMUM OF A SOLUTION OF A PARABOLIC EQUATION AND ESTIMATES OF THE DISTRIBUTION OF A SEMIMARTINGALE

DOI10.1070/SM1987v058n01ABEH003100zbMath0625.35041OpenAlexW1996238329MaRDI QIDQ3027513

Nicolai V. Krylov

Publication date: 1987

Published in: Mathematics of the USSR-Sbornik (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/71774

zbMATH Keywords

semimartingalesstochastic differential equationssolvabilitysecond orderirregular coefficientsEstimates of the maximumnondivergent parabolic

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Initial-boundary value problems for second-order parabolic equations (35K20) Generalizations of martingales (60G48) Maximum principles in context of PDEs (35B50)

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