Ito's formula for the Lp-norm of stochastic Wp1-valued processes

成果类型：

Article

署名作者：

Krylov, N. V.

署名单位：

University of Minnesota System; University of Minnesota Twin Cities

刊物名称：

PROBABILITY THEORY AND RELATED FIELDS

ISSN/ISSBN：

0178-8051

DOI：

10.1007/s00440-009-0217-7

发表日期：

2010

页码：

583-605

关键词：

摘要：

We prove Ito's formula for the L (p)-norm of a stochastic W(p)1-valued processes appearing in the theory of SPDEs in divergence form.

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