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

2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/162602We 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.16 pagesProbability60H15; 35R60Itô's formula for the $L_{p}$-norm of stochastic $W^{1}_{p}$-valued processestext