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Mathematics of the USSR-Sbornik, 1987, Volume 58, Issue 1, Pages 207–221
DOI: https://doi.org/10.1070/SM1987v058n01ABEH003100
(Mi sm1865)
 

This article is cited in 21 scientific papers (total in 21 papers)

On estimates of the maximum of a solution of a parabolic equation and estimates of the distribution of a semimartingale

N. V. Krylov
References:
Abstract: Estimates are proved for the maximum of a solution of a linear parabolic equation in terms of the Lp-norm of the right-hand side. The coefficients of the first derivatives are assumed to be integrable to a suitable power. Various boundary value problems are considered. Corresponding Lp-estimates are proved also for the distributions of semimartingales.
Bibliography: 16 titles.
Received: 10.06.1985
Bibliographic databases:
UDC: 517.95
MSC: Primary 35K20, 60G48; Secondary 35B50, 60E99
Language: English
Original paper language: Russian
Citation: N. V. Krylov, “On estimates of the maximum of a solution of a parabolic equation and estimates of the distribution of a semimartingale”, Math. USSR-Sb., 58:1 (1987), 207–221
Citation in format AMSBIB
\Bibitem{Kry86}
\by N.~V.~Krylov
\paper On estimates of the maximum of a~solution of a~parabolic equation and estimates of the distribution of a~semimartingale
\jour Math. USSR-Sb.
\yr 1987
\vol 58
\issue 1
\pages 207--221
\mathnet{http://mi.mathnet.ru/eng/sm1865}
\crossref{https://doi.org/10.1070/SM1987v058n01ABEH003100}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=854972}
\zmath{https://zbmath.org/?q=an:0625.35041}
Linking options:
  • https://www.mathnet.ru/eng/sm1865
  • https://doi.org/10.1070/SM1987v058n01ABEH003100
  • https://www.mathnet.ru/eng/sm/v172/i2/p207
  • This publication is cited in the following 21 articles:
    1. Siva Athreya, Oleg Butkovsky, Khoa Lê, Leonid Mytnik, “Well‐posedness of stochastic heat equation with distributional drift and skew stochastic heat equation”, Comm Pure Appl Math, 77:5 (2024), 2708  crossref
    2. Theory Probab. Appl., 68:3 (2023), 510–536  mathnet  crossref  crossref
    3. N. V. Krylov, “On Diffusion Processes with Drift in a Morrey Class Containing $L_{d+2}$”, J Dyn Diff Equat, 35:4 (2023), 2813  crossref
    4. Saisai Yang, Tusheng Zhang, “Strong solutions to reflecting stochastic differential equations with singular drift”, Stochastic Processes and their Applications, 156 (2023), 126  crossref
    5. N. V.  Krylov, “On time inhomogeneous stochastic Itô equations with drift in”, Ukr. Mat. Zhurn., 72:9 (2020), 1232  crossref
    6. Chen G., “Non-divergence parabolic equations of second order with critical drift in Lebesgue spaces”, J. Differ. Equ., 262:3, 2 (2017), 2414–2448  crossref  mathscinet  zmath  isi  scopus
    7. Khaled Bahlali, M'hamed Eddahbi, Youssef Ouknine, “Quadratic BSDE with $\mathbb{L}^{2}$-terminal data: Krylov's estimate, Itô–Krylov's formula and existence results”, Ann. Probab., 45:4 (2017)  crossref
    8. Mingshang Hu, Falei Wang, Guoqiang Zheng, “Quasi-continuous random variables and processes under the G-expectation framework”, Stochastic Processes and their Applications, 126:8 (2016), 2367  crossref
    9. Longjie Xie, Xicheng Zhang, “Sobolev differentiable flows of SDEs with local Sobolev and super-linear growth coefficients”, Ann. Probab., 44:6 (2016)  crossref
    10. Xin Chen, Xue-Mei Li, “Strong completeness for a class of stochastic differential equations with irregular coefficients”, Electron. J. Probab., 19:none (2014)  crossref
    11. Krylov N.V., “An Ersatz Existence Theorem for Fully Nonlinear Parabolic Equations Without Convexity Assumptions”, SIAM J. Math. Anal., 45:6 (2013), 3331–3359  crossref  mathscinet  zmath  isi
    12. Nazarov A.I., “A Centennial of the Zaremba-Hopf-Oleinik Lemma”, SIAM J. Math. Anal., 44:1 (2012), 437–453  crossref  mathscinet  zmath  isi  elib
    13. Zhang X., “Stochastic Homeomorphism Flows of SDEs with Singular Drifts and Sobolev Diffusion Coefficients”, Electron. J. Probab., 16 (2011), 38, 1096–1116  crossref  mathscinet  zmath  isi
    14. Meyer-Brandis T., Proske F., “Construction of Strong Solutions of SDEs via Malliavin Calculus”, J. Funct. Anal., 258:11 (2010), 3922–3953  crossref  mathscinet  zmath  isi
    15. Sergei B. Kuksin, “On Distribution of Energy and Vorticity for Solutions of 2D Navier–Stokes Equation with Small Viscosity”, Comm Math Phys, 2008  crossref  mathscinet  isi
    16. Kurenok V.P., Lepeyev A.N., “On Multi-Dimensional SDEs with Locally Integrable Coefficients”, Rocky Mt. J. Math., 38:1 (2008), 139–174  crossref  mathscinet  zmath  isi
    17. Zhang X., “Strong Solutions of SDEs with Singular Drift and Sobolev Diffusion Coefficients”, Stoch. Process. Their Appl., 115:11 (2005), 1805–1818  crossref  mathscinet  zmath  isi
    18. Gyongy I., Martinez T., “On Stochastic Differential Equations with Locally Unbounded Drift”, Czech. Math. J., 51:4 (2001), 763–783  crossref  mathscinet  zmath  isi
    19. Lieberman C.M., “The Maximum Principle for Equations with Composite Coefficients”, Electron. J. Differ. Equ., 2000, 38  mathscinet  zmath  isi
    20. Khaled Bahlali, “Flows of homeomorphisms of stochastic differential equations with measurable drift”, Stochastics and Stochastic Reports, 67:1-2 (1999), 53  crossref  mathscinet  zmath
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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