On potentials of Ito's Processes with Drift in Ld+1

被引:3
|
作者
Krylov, N., V [1 ]
机构
[1] Univ Minnesota, 127 Vincent Hall, Minneapolis, MN 55455 USA
关键词
Ito's equations with singular drift; Potentials of diffusion processes; EQUATIONS;
D O I
10.1007/s11118-021-09968-3
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
This paper is a natural continuation of Krylov (2020), where strong Markov processes are constructed in the time inhomogeneous setting with Borel measurable uniformly bounded and uniformly nondegenerate diffusion and drift in Ld+1(Rd+1). Here we study some properties of these processes such as the probability to pass through narrow tubes, higher summability of Green's functions, and so on. The results seem to be new even if the diffusion is constant.
引用
收藏
页码:283 / 309
页数:27
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