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

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 نشر من قبل Nicolai Krylov
 تاريخ النشر 2008
  مجال البحث
والبحث باللغة English
 تأليف N.V. Krylov




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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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