On time inhomogeneous stochastic Itô equations with drift in $L_{d+1},II$

N. V. Krylov

Published 2020-11-09Version 1

This paper is a natural continuation of \cite{Kr_20_2}, where strong Markov processes are constructed in time inhomogeneous setting with Borel measurable uniformly bounded and uniformly nondegenerate diffusion and drift in $L_{d+1}(\mathbb{R}^{d+1})$. Here we study some properties of these processes such as Harnack's inequality, higher summability of Green's functions, and so on.