Ito's formula for the L-p-norm of stochastic W-p(1)-valued processes

作者：Krylov N V^*

来源：Probability Theory and Related Fields, 2010, 147(3-4): 583-605.

DOI：10.1007/s00440-009-0217-7

• Stochastic partial differential equations
• Divergence equations
• Ito's formula

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.

• 出版日期2010-7