18 citations · 24 across the 12 of their papers we have counts for
4 papers · 1 filter
A note on the strong Feller property of diffusion processes
Timur Yastrzhembskiy
In this note we prove the strong Feller property of a strong Markov quasi diffusion process corresponding to an elliptic operator with merely bounded measurable coefficients. We al…
On the stability estimates for stochastic and deterministic difference equations and their application to SPDEs and PDEs
Timur Yastrzhembskiy
In this paper we develop the -theory of space-time stochastic difference equations which can be considered as a discrete counterpart of N.V. Krylov's -theory of stochasti…
Support theorem for an SPDE with multiplicative noise driven by a cylindrical Wiener process on the real line
Timur Yastrzhembskiy
We prove a Stroock-Varadhan's type support theorem for a stochastic partial differential equation (SPDE) on the real line with a noise term driven by a cylindrical Wiener process o…
Wong-Zakai approximation and support theorem for semilinear SPDEs with finite dimensional noise in the whole space
Timur Yastrzhembskiy
In this paper we consider the following stochastic partial differential equation (SPDE) in the whole space: $du (t, x) = [a^{i j} (t, x) D_{i j} u(t, x) + f(u, t, x)]\, dt + \sum_{…