Global properties of transition probabilities of singular diffusions

DOI10.1137/S0040585X97984012MaRDI QIDQ3581317zbMATH OpenOpenAlexFDO

Authors Giorgio Metafune, Diego Pallara, A. Rhandi

Publication date 16 August 2010

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97984012

zbMATH Keywords

parabolic regularitytransition probabilitiestransition semigroups

Mathematics Subject Classification ID

Diffusion processes (60J60)

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Cited in

(25)

• Time-dependent focusing mean-field games: the sub-critical case
• Transport equations with nonlocal diffusion and applications to Hamilton-Jacobi equations
• Maximal \(L^q\)-regularity for parabolic Hamilton-Jacobi equations and applications to mean field games
• Existence and regularity results for viscous Hamilton-Jacobi equations with Caputo time-fractional derivative
• Representations of solutions to Fokker-Planck-Kolmogorov equations with coefficients of low regularity
• Lipschitz regularity for viscous Hamilton-Jacobi equations with \(L^p\) terms
• On uniqueness problems related to the Fokker-Planck-Kolmogorov equation for measures
• On quasi-stationary Mean Field Games of Controls
• ON REGULARITY OF TRANSITION PROBABILITIES AND INVARIANT MEASURES OF SINGULAR DIFFUSIONS UNDER MINIMAL CONDITIONS
• Global properties of transition kernels associated with second-order elliptic operators
• The Fokker-Planck-Kolmogorov equations with a potential and a non-uniformly elliptic diffusion matrix
• A policy iteration method for mean field games
• Kernel estimates for nonautonomous Kolmogorov equations with potential term
• On the existence and uniqueness of solutions to time-dependent fractional MFG
• Weighted Hardy's inequality and the Kolmogorov equation perturbed by an inverse-square potential
• Time dependent Lyapunov functions for some Kolmogorov semigroups perturbed by unbounded potentials
• Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes
• Learning Optimal Policies in Potential Mean Field Games: Smoothed Policy Iteration Algorithms
• Long time behavior of heat kernels of operators with unbounded drift terms
• Bounds for the gradient of the transition kernel for elliptic operators with unbounded diffusion, drift and potential term
• Regularity of solutions to Fokker-Planck-Kolmogorov equations
• Kernel estimates for parabolic systems of partial differential equations with unbounded coefficients
• On the quadratic convergence of Newton's method for mean field games with non-separable Hamiltonian
• Rates of convergence for the policy iteration method for mean field games systems
• Kernel estimates for nonautonomous Kolmogorov equations

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