Elliptic operators on \(\mathbb{R}^d\) with unbounded coefficients (Q5943231)

This paper deals with the investigation of the elliptic operator NEWLINE\[NEWLINEL_0\phi(x)={1\over 2}{\text{ tr}}[C(x)D^2\phi(x)]+\langle F(x),D\phi(x)\rangle,\;x\in \mathbb{R}^{d}, \phi\in C^{\infty}_0(\mathbb{R}^{d}).NEWLINE\]NEWLINE Using the probabilistic approach, the authors study the elliptic equation NEWLINE\[NEWLINE\lambda\phi(x)-{1\over 2}{\text{ tr}}[C(x)D^2\phi(x)]-\langle F(x),D\phi(x)\rangle=f(x),\;\lambda>0NEWLINE\]NEWLINE and the Cauchy problem for the parabolic equation NEWLINE\[NEWLINE\begin{matrix} {\partial u(t,x)\over\partial t}={1\over 2}{\text{ tr}}[C(x)D^2\phi(x)]+\langle F(x),D\phi(x)\rangle,\cr u(0,x)=\phi(x),\end{matrix}NEWLINE\]NEWLINE in the case of unbounded \(F\) and \(C\). Well-posedness of the considered problems, regularizing properties and large time behaviour of solutions to the considered Cauchy problem as well as regularity of solutions to the considered elliptic equation are presented.