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تسجيل مستخدم جديدSome properties of solutions of It^o equations with drift in $L_{d+1}$
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N.V. Krylov
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This paper is a natural continuation of [8], where strong Markov processes are constructed in time inhomogeneous setting with Borel measurable uniformly bounded and uniformly nondegenerate diffusion and drift in $L_{d+1}(mathbb{R}^{d+1})$. Here we study some properties of these processes such as higher summability of Greens functions, boundedness of resolvent operators in Lebesgue spaces, establish It^os formula, and so on.
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We prove the solvability of It^o stochastic equations with uniformly nondegenerate, bounded, measurable diffusion and drift in $L_{d+1}(mathbb{R}^{d+1})$. Actually, the powers of summability of the drift in $x$ and $t$ could be different. Our results
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This paper is a natural continuation of cite{Kr_20_2}, where strong Markov processes are constructed in time inhomogeneous setting with Borel measurable uniformly bounded and uniformly nondegenerate diffusion and drift in $L_{d+1}(mathbb{R}^{d+1})$.
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