N. V. Krylov

collaborators

3 papers

math.PR2020

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

N. V. Krylov

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 nonde…

math.PR2020

On time inhomogeneous stochastic Itô equations with drift in $L_{d + 1}$

N. V. Krylov

We prove the solvability of Itô stochastic equations with uniformly nondegenerate, bounded, measurable diffusion and drift in $L_{d + 1} (R^{d + 1})$ . Actually, the powers of s…

math.PR2020

On diffusion processes with drift in $L_{d}$

N. V. Krylov

We investigate properties of Markov quasi-diffusion processes corresponding to elliptic operators $L = a^{ij} D_{ij} + b^{i} D_{i}$ , acting on functions on $R^{d}$ , with measura…

Some properties of solutions of Itô equations with drift in Ld+1​

On time inhomogeneous stochastic Itô equations with drift in Ld+1​

On diffusion processes with drift in Ld​

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

On time inhomogeneous stochastic Itô equations with drift in $L_{d + 1}$

On diffusion processes with drift in $L_{d}$