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Some properties of solutions of Itô equations with drift in $L_{d+1}$
Published 9 Nov 2020 in math.PR | (2011.04589v2)
Abstract: 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 It^o's formula, and so on.
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