Analytic semigroups and degenerate elliptic operators with unbounded coefficients: A probabilistic approach

DOI10.1006/JDEQ.2000.3788MaRDI QIDQ1582641zbMATH OpenOpenAlexFDO

Authors Sandra Cerrai

Publication date 22 March 2001

Published in Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/818898d3bc953078f3d169ff465e40330b93bb13

zbMATH Keywords

analytic semigroupdegenerate elliptic operatorstochastic differential problem

Mathematics Subject Classification ID

Degenerate elliptic equations (35J70) Groups and semigroups of linear operators (47D03) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cited in

(9)

• Generation of analytic semigroups and domain characterization for degenerate elliptic operators with unbounded coefficients arising in financial mathematics. I.
• Total variation distance between two diffusions in small time with unbounded drift: application to the Euler-Maruyama scheme
• A degenerate elliptic operator with unbounded diffusion coefficients
• scientific article; zbMATH DE number 5506985 (Why is no real title available?)
• Generation of Analytic Semigroups by Elliptic Operators with Unbounded Coefficients
• On semigroups associated with degenerate elliptic operators with unbounded coefficients in R^N
• Unadjusted Langevin algorithm with multiplicative noise: total variation and Wasserstein bounds
• On numerical density approximations of solutions of SDEs with unbounded coefficients
• Analytic semigroups, degenerate elliptic operators and applications to nonlinear Cauchy problems

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