Optimal regularity for degenerate Kolmogorov equations in non-divergence form with rough-in-time coefficients
DOI10.1007/s00028-023-00916-9zbMath1528.35075arXiv2204.14158OpenAlexW4387959255MaRDI QIDQ6063046
Andrea Pascucci, Stefano Pagliarani, Giacomo Lucertini
Publication date: 2 December 2023
Published in: Journal of Evolution Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2204.14158
fundamental solutionKolmogorov equationsanisotropic diffusionHölder estimatesHörmander conditionmeasurable coefficientsparametrix technique
Smoothness and regularity of solutions to PDEs (35B65) Fundamental solutions to PDEs (35A08) Degenerate parabolic equations (35K65)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Strong existence and uniqueness for degenerate SDE with Hölder drift
- Parametrix techniques and martingale problems for some degenerate Kolmogorov equations
- Intrinsic Taylor formula for Kolmogorov-type homogeneous groups
- Schauder estimates, Harnack inequality and Gaussian lower bound for Kolmogorov-type operators in non-divergence form
- Schauder estimates for degenerate elliptic and parabolic problems with unbounded coefficients in \(\mathbb R^N\).
- PDE and martingale methods in option pricing.
- Density estimates for a random noise propagating through a chain of differential equations
- The Dirichlet problem for a class of ultraparabolic equations
- Zufällige Bewegungen. (Zur Theorie der Brownschen Bewegung.)
- The Schauder estimate for kinetic integral equations
- On stochastic Langevin and Fokker-Planck equations: the two-dimensional case
- The Schauder estimate in kinetic theory with application to a toy nonlinear model
- A note on the weak regularity theory for degenerate Kolmogorov equations
- Fundamental solutions for Kolmogorov-Fokker-Planck operators with time-depending measurable coefficients
- Global \({L}_p\) estimates for kinetic Kolmogorov-Fokker-Planck equations in nondivergence form
- Local densities for a class of degenerate diffusions
- The parametrix method for parabolic SPDEs
- \(C^\infty\) smoothing for weak solutions of the inhomogeneous Landau equation
- Intrinsic expansions for averaged diffusion processes
- A continuous dependence result for ultraparabolic equations in option pricing
- Hypoelliptic second order differential equations
- Curvature and the eigenvalues of the Laplacian
- A Yosida's parametrix approach to Varadhan's estimates for a degenerate diffusion under the weak Hörmander condition
- Hörmander’s theorem for stochastic partial differential equations
- Global Schauder estimates for a class of degenerate Kolmogorov equations
- Hardy Spaces on Homogeneous Groups. (MN-28), Volume 28
- SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS
- The Fundamental Solution of a Degenerate Partial Differential Equation of Parabolic Type
This page was built for publication: Optimal regularity for degenerate Kolmogorov equations in non-divergence form with rough-in-time coefficients