most citedItô Formula for Processes Taking Values in Intersection of Finitely Many Banach Spaces

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math.PR2022

Decaying derivative estimates for functions of solutions to non-autonomous SDEs

Maria Lefter, David Šiška, Łukasz Szpruch

We produce uniform and decaying bounds in time for derivatives of the solution to the backwards Kolmogorov equation associated to a stochastic processes governed by a time dependen…