论文标题

$ l_ {d+1} $的iTô方程解决方案的一些属性

Some properties of solutions of Itô equations with drift in $L_{d+1}$

论文作者

Krylov, N. V.

论文摘要

本文是[8]的自然延续,其中强大的马尔可夫过程是在时间不均匀的环境中构建的,borel可测量均匀界限,均匀地构造了非排定扩散,并在$ l_ {d+1}中漂移(\ Mathbb {r Mathbb {r}^{d+1})$。在这里,我们研究了这些过程的一些属性,例如Green功能的更高总和,Lebesgue空间中的分解运算符的界限,建立Itô的公式等等。

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 Green's functions, boundedness of resolvent operators in Lebesgue spaces, establish Itô's formula, and so on.

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