On stochastic equations with drift in Ld

For the Itô stochastic equations in Rd with drift Ld, several results are discussed, such as existence of weak solutions, corresponding Markov process, Aleksandrov type estimates their Green’s functions, which yield summability to power d/(d−1), Fabes–Stroock estimates, show that functions summable a higher degree, Fanghua Lin one main tools Wp2-theory fully nonlinear elliptic equations, fact class A∞ Muckenhoupt and few other results.