Parabolic differential equations with unbounded coefficients -- A generalization of the parametrix method
The authors study the differential equation \[ \frac{\partial u}{\partial t}=\frac 12\sum^n_{i,j=1} a_{ij}(t,x)\frac{\partial^2 u}{\partial x_i\partial x_j}+\sum^n_{i=1} b_i(t,x)\frac{\partial u}{\partial x_i}+c(t,x)u(t,x),\tag{1} \] \[ u(0,x)=u_0(x),\;x\in\mathbb{R}^n,\tag{2} \] where \(A:=\frac 12\sum^n_{i,j=1} a_{ij}(t,x)\partial_{x_i}\partial_{x_j}\) is uniformly elliptic and the coefficients \(a_{ij}\) are Hölder continuous. Moreover, they assume that \(b_i\) and \(c\) are locally Hölder continuous. The authors show that a fixed point equation related to (1)--(2) can be solved by the Neumann series and as a result they derive both some analytic properties of its solution and briefly discuss applications.
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