This article is cited in 3 papers

On nondegenerate Itô processes with moderated drift

N. V. Krylov

University of Minnesota, Minneapolis, MN, USA

Abstract: We present an approach to proving parabolic Aleksandrov estimates with mixed norms for stochastic integrals with singular “moderated” drift.

Keywords: diffusion process, Itô process, singular drift.

Received: 06.02.2023

DOI: 10.4213/tvp5635

 English version: Theory of Probability and its Applications, 2023, 68:3, 510–536

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