Martingale problems for some degenerate Kolmogorov equations

DOI10.1016/J.SPA.2017.06.001zbMath1390.60219arXiv1404.0461OpenAlexW2222033381MaRDI QIDQ681984

Stéphane Menozzi

Publication date: 13 February 2018

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.0461

zbMATH Keywords

martingale problemCalderón-Zygmund estimatesdegenerate SDEs

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Degenerate parabolic equations (35K65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales and classical analysis (60G46)

Related Items (10)

Poisson process and sharp constants in $L^p$ and Schauder estimates for a class of degenerate Kolmogorov operators ⋮ Weak regularization by stochastic drift: result and counter example ⋮ On a Stein method based approximation for a two-dimensional Markov chain ⋮ Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients ⋮ Schauder estimates for Kolmogorov-Fokker-Planck operators with coefficients measurable in time and Hölder continuous in space ⋮ Heat kernel and gradient estimates for kinetic SDEs with low regularity coefficients ⋮ Sharp Schauder estimates for some degenerate Kolmogorov equations ⋮ Stochastic Hamiltonian flows with singular coefficients ⋮ Strong regularization by Brownian noise propagating through a weak Hörmander structure ⋮ Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result

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