Skip to main content
Article thumbnail
Location of Repository

Itô’s formula for the Lp-norm of stochastic W 1 p-valued processes

By N. V. Krylov

Abstract

Abstract. We prove Itô’s formula for the Lp-norm of a stochastic W 1 p-valued processes appearing in the theory of SPDEs in divergence form. 1

Year: 2013
OAI identifier: oai:CiteSeerX.psu:10.1.1.311.5513
Provided by: CiteSeerX
Download PDF:
Sorry, we are unable to provide the full text but you may find it at the following location(s):
  • http://citeseerx.ist.psu.edu/v... (external link)
  • http://arxiv.org/pdf/0806.1557... (external link)
  • Suggested articles


    To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.