Moment estimates for parabolic equations in the divergence form (Q1075510): Difference between revisions

The purpose of the paper is to derive results similar to an estimate obtained by Nash. Denote by P(s,x,t,y) the fundamental solution of \(\partial /\partial t-\sum^{n}_{i,j=1}(\partial /\partial x_ i)a_{ij}(x,t)\partial /\partial x_ j=0\). It is shown that for nonnegative integers p,q there exist positive constants \(C_ 1,C_ 2\) depending only on \(a_{ij}\), p,q such that \[ C_ 1 n^{q+1} (t- s)^{(p+q)/2}\leq \] \[ \int_{R^ n}(\sum^{n}_{i=1}| x_ i- y_ i|^ p)(\sum^{n}_{i=1}| x_ i-y_ i|)\quad^ q P(s,x,t,y)dy\leq C_ 2 n^{q+1} (t-s)^{(p+q)/2} \] for all \(x\in R^ n\), \(0\leq s<t<\infty\). In the case \(p=0\), \(q=1\) a more precise estimate is given. This study of general moments of P(s,x,t,y) is motivated by a problem of interacting diffusion processes in probability theory.