Gaussian upper bounds for heat kernels of second order complex elliptic operators with unbounded diffusion coefficients on arbitrary domains (Q382950)

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Gaussian upper bounds for heat kernels of second order complex elliptic operators with unbounded diffusion coefficients on arbitrary domains
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    Gaussian upper bounds for heat kernels of second order complex elliptic operators with unbounded diffusion coefficients on arbitrary domains (English)
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    22 November 2013
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    The authors prove Gaussian upper bounds for the integral kernel of the semigroup associated with second order elliptic differential operators with complex unbounded measurable coefficients defined in a domain \(\Omega\) of \(\mathbb R^N\) under suitable boundary conditions. The main novelty is to prove Gaussian upper bounds without assuming boundness or regularity on the diffusion coefficients. Without regularity and without boundedness, it is impossible to characterize the operator domain, but it is enough to say that the solution is behaving as the heat kernel. Very interesting is also the new approach based on Davies-Gaffney estimates introduced by the authors. The authors apply their results to degenerate elliptic operators arising in financial mathematics and to generalized Ornstein-Uhlenbeck operators with potentials.
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    measurable coefficients
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    boundary conditions
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    heat kernels
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    Gaussian bounds
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    second order elliptic operators
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    unbounded coefficients
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