Hölder and Lipschitz continuity of the solutions to parabolic equations of the non-divergence type (Q1688302): Difference between revisions

The author considers time-inhomogeneous, second-order linear uniformly parabolic equations of the type \[ \begin{cases} u_t=a^{ij}D_{ij} u+b^iD_i u +cu & \text{ in } \;[0,\infty)\times {\mathbb R}^d\\ u(0,x)=f(x)\,.\end{cases} \] The principal coefficients are supposed to be continuous in \(x,\) uniformly in \(t,\) while \(b^i\) and \(c\) are essentially bounded. It is obtained Hölder continuity and Lipschitz continuity in \(x\) of the mild solution. For this goal it is introduced the Markov process \(X\) associated with the parabolic equation by which it is obtained Hölder continuity of \(u\) with a constant depending on the transition probability measure \(\rho_X\) of \(X.\) As a corollary, under an additional assumption the author obtains the Hölder and Lipschitz continuity of the fundamental solution in the spatial component.