Itô's formula for the L p-norm of stochastic wp1-valued processes

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Abstract

We prove Itô's formula for the Lp-norm of stochastic wp1-valued processes appearing in the theory of SPDEs in divergence form.

Original languageEnglish (US)
Pages (from-to)583-605
Number of pages23
JournalProbability Theory and Related Fields
Volume147
Issue number3
DOIs
StatePublished - Jul 1 2010

Keywords

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

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