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On stochastic It\^o processes with drift in $L_{d}$

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arxiv 2001.03660 v2 pith:7I4T3TAI submitted 2020-01-10 math.PR

classification math.PR
keywords driftellipticoperatorsparabolicprocessesstochasticaleksandrovapplied
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abstract

For It\^o stochastic processes in $\mathbb{R}^{d}$ with drift in $L_{d}$ Aleksandrov's type estimates are established in the elliptic and parabolic settings. They are applied to estimating the resolvent operators of the corresponding elliptic and parabolic operators in $L_{p}$ and $L_{p+1}$, respectively, where $p\geq d$.

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