Loss of regularity for Kolmogorov equations

DOI10.1214/13-AOP838zbMath1322.35083arXiv1209.6035OpenAlexW2057093985WikidataQ56894119 ScholiaQ56894119MaRDI QIDQ2338908

Martin Hutzenthaler, Arnulf Jentzen, Martin Hairer

Publication date: 27 March 2015

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1209.6035

zbMATH Keywords

viscosity solutionsmoothing effecthypoellipticityKolmogorov equationdegenerate noiseHörmander conditionloss of regularityroughening effect

Mathematics Subject Classification ID

Smoothness and regularity of solutions to PDEs (35B65) Degenerate parabolic equations (35K65) PDEs with randomness, stochastic partial differential equations (35R60) Second-order parabolic equations (35K10)

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