Nash estimates and upper bounds for non-homogeneous Kolmogorov equations

DOI10.1007/s11118-017-9622-1zbMath1383.35105arXiv1606.06453OpenAlexW2963813965MaRDI QIDQ1681863

Andrea Pascucci, Alberto Lanconelli

Publication date: 24 November 2017

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.06453

zbMATH Keywords

fundamental solutionKolmogorov equationsultra-parabolic equationslinear stochastic equationsNash estimates

Mathematics Subject Classification ID

Reaction-diffusion equations (35K57) Degenerate parabolic equations (35K65) Ultraparabolic equations, pseudoparabolic equations, etc. (35K70)

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Harnack inequality for a class of Kolmogorov-Fokker-Planck equations in non-divergence form ⋮ On the fundamental solution for degenerate Kolmogorov equations with rough coefficients ⋮ Heat kernel and gradient estimates for kinetic SDEs with low regularity coefficients ⋮ Gaussian lower bounds for non-homogeneous Kolmogorov equations with measurable coefficients ⋮ Sharp estimates for Geman-Yor processes and applications to arithmetic average Asian options ⋮ A geometric statement of the Harnack inequality for a degenerate Kolmogorov equation with rough coefficients

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