It^os formula for the $L_{p}$-norm of stochastic $W^{1}

It^os formula for the $L_{p}$-norm of stochastic $W^{1}_{p}$-valued processes

published by Nicolai Krylov in 2008 and research's language is English Download

We prove It^os formula for the $L_{p}$-norm of a stochastic $W^{1}_{p}$-valued processes appearing in the theory of SPDEs in divergence form.

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