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

DOI10.1006/JDEQ.2000.3788zbMATH Open0957.35053OpenAlexW1977676152MaRDI QIDQ1582641FDOQ1582641

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

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zbMATH Keywords

degenerate elliptic operatoranalytic semigroupstochastic differential problem

Mathematics Subject Classification ID

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

Cites Work

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Cited In (9)

• A degenerate elliptic operator with unbounded diffusion coefficients
• Generation of Analytic Semigroups by Elliptic Operators with Unbounded Coefficients
• Total variation distance between two diffusions in small time with unbounded drift: application to the Euler-Maruyama scheme
• Generation of analytic semigroups and domain characterization for degenerate elliptic operators with unbounded coefficients arising in financial mathematics. I.
• On numerical density approximations of solutions of SDEs with unbounded coefficients
• Analytic semigroups, degenerate elliptic operators and applications to nonlinear Cauchy problems
• On semigroups associated with degenerate elliptic operators with unbounded coefficients in \(\mathbb R^N\)
• Unadjusted Langevin algorithm with multiplicative noise: total variation and Wasserstein bounds
• Title not available (Why is that?)

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