Itô's formula for the $L_{p}$-norm of stochastic $W^{1}_{p}$-valued processes

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dc.creatorKrylov, N. V.
dc.date2008-06-10
dc.date.accessioned2026-07-07T09:43:33Z
dc.date.available2026-07-07T09:43:33Z
dc.descriptionWe prove Itô's formula for the $L_{p}$-norm of a stochastic $W^{1}_{p}$-valued processes appearing in the theory of SPDEs in divergence form.
dc.description16 pages
dc.identifierhttps://arxiv.org/abs/0806.1557
dc.identifierhttp://arxiv.org/abs/0806.1557
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/162602
dc.subjectProbability
dc.subject60H15; 35R60
dc.titleItô's formula for the $L_{p}$-norm of stochastic $W^{1}_{p}$-valued processes
dc.typetext

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