Global Regularity and Bounds for Solutions of Parabolic Equations for Probability Measures

DOI10.1137/S0040585X97981986zbMath1203.60095arXivmath/0512264OpenAlexW2044689881MaRDI QIDQ3429707

Stanislav V. Shaposhnikov, Vladimir I. Bogachev, Michael Roeckner

Publication date: 2 April 2007

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0512264

zbMATH Keywords

transition probabilitiesparabolic equations for measuresregularity of solutions of parabolic equationsestimates of solutions of parabolic equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Smoothness and regularity of solutions to PDEs (35B65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Initial value problems for second-order hyperbolic equations (35L15)

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