A generalization of an inequality by N. V. Krylov |
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| Authors: | Wolfgang Desch Stig-Olof Londen |
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| Institution: | 1. Institut für Mathematik und Wissenschaftliches Rechnen, Karl-Franzens-Universit?t Graz, Heinrichstrasse 36, 8010, Graz, Austria
2. Institute of Mathematics, Helsinki University of Technology, 02150, Espoo, Finland
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| Abstract: | In Krylov (Journal of the Juliusz Schauder Center 4 (1994), 355–364), a parabolic Littlewood–Paley inequality and its application
to an L
p
-estimate of the gradient of the heat kernel are proved. These estimates are crucial tools in the development of a theory
of parabolic stochastic partial differential equations (Krylov, Mathematical Surveys and Monographs vol. 64 (1999), 185–242).
We generalize these inequalities so that they can be applied to stochastic integrodifferential equations.
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| Keywords: | 1991 Mathematics Subject Classification" target="_blank">1991 Mathematics Subject Classification 60H15 45K05 |
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