Gradient estimates for diffusion semigroups with singular coefficients (Q2495366)
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English | Gradient estimates for diffusion semigroups with singular coefficients |
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Gradient estimates for diffusion semigroups with singular coefficients (English)
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30 June 2006
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In the paper under review, the uniform gradient estimates for Schrödinger diffusion semigroups generated by the second order elliptic operator \[ L_0=\frac{1}{2}\sum_{i,j=1}^d q_{ij} \partial_i\partial_j+\sum_{i=1}^d b_i \partial_i-V=:L-V \] are established. The coefficients \(q_{ij}\) and \(b_i\) are assumed to be continuous and satisfying some additional assumptions, under which there exists the unique martingale solution for \(L\), the unique \(L\)-diffusion does not explode, starting from any \(x\in \mathbb{R}^d\), and the solutions to the associated SDEs are unique and regular. \(V\geq 0\) is a bounded Borel function on \(\mathbb{R}^d\). \(L_0\) is assumed to be defined first on \(\mathbb{R}^d\), then on an (unbounded) smooth closed domain \(D\) of \(\mathbb{R}^d\) with Dirichlet boundary conditions. The authors establish gradient inequalities of the type \[ \sup_{x\in D}| \bigtriangleup P_t^D f(x)| \leq \frac{c}{\sqrt{t\vee 1}}\| f\| _\infty, \quad t>0,\quad f\in \mathcal{B}_b^+(D). \] To prove such inequalities, the coupling method technique is used.
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gradient estimates
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diffusion semigroup
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coupling method
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