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

作者: N. V. Krylov

DOI: 10.1007/S00440-009-0217-7

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摘要: We prove Ito’s formula for the Lp-norm of a stochastic \({W^{1}_{p}}\) -valued processes appearing in theory SPDEs divergence form.

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