Gaussian lower bounds for non-homogeneous Kolmogorov equations with measurable coefficients

DOI10.1007/s00028-020-00560-7zbMath1462.35116arXiv1704.07307MaRDI QIDQ2021529

Sergio Polidoro, Alberto Lanconelli, Andrea Pascucci

Publication date: 27 April 2021

Published in: Journal of Evolution Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1704.07307

zbMATH Keywords

fundamental solution; Kolmogorov equations; Harnack inequalities; linear stochastic equations

Mathematics Subject Classification ID

35B65: Smoothness and regularity of solutions to PDEs

35A08: Fundamental solutions to PDEs

35K65: Degenerate parabolic equations

35B45: A priori estimates in context of PDEs

35R05: PDEs with low regular coefficients and/or low regular data

Related Items

On the fundamental solution for degenerate Kolmogorov equations with rough coefficients, A structure theorem for elliptic and parabolic operators with applications to homogenization of operators of Kolmogorov type, Potential theory for a class of strongly degenerate parabolic operators of Kolmogorov type with rough coefficients, A regularity method for lower bounds on the Lyapunov exponent for stochastic differential equations, Harnack inequality for a class of Kolmogorov-Fokker-Planck equations in non-divergence form, Existence of a fundamental solution of partial differential equations associated to Asian options, Quantitative spectral gaps for hypoelliptic stochastic differential equations with small noise, Heat kernel and gradient estimates for kinetic SDEs with low regularity coefficients

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The \(C^{\alpha}\) regularity of weak solutions of ultraparabolic equations
• On conditional McKean Lagrangian stochastic models
• Schauder estimates, Harnack inequality and Gaussian lower bound for Kolmogorov-type operators in non-divergence form
• PDE and martingale methods in option pricing.
• Density estimates for a random noise propagating through a chain of differential equations
• The Fokker-Planck equation. Methods of solution and applications.
• The Boltzmann equation and its applications
• Mean value theorem and a maximum principle for Kolmogorov's equation
• A global lower bound for the fundamental solution of Kolmogorov-Fokker-Planck equations
• A Gaussian upper bound for the fundamental solutions of a class of ultraparabolic equations
• Nash estimates and upper bounds for non-homogeneous Kolmogorov equations
• Pointwise estimates for a class of non-homogeneous Kolmogorov equations
• Hypoelliptic second order differential equations
• On the viscosity solutions of a stochastic differential utility problem
• Continuity of Solutions of Parabolic and Elliptic Equations
• Explicit Constants for Gaussian Upper Bounds on Heat Kernels
• Complete Models with Stochastic Volatility
• On Boltzmann and Landau equations
• Harnack inequality for kinetic Fokker-Planck equations with rough coefficients and application to the Landau equation
• SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS
• PDE Models for Pricing Stocks and Options With Memory Feedback
• A geometric statement of the Harnack inequality for a degenerate Kolmogorov equation with rough coefficients
• On the elliptic Harnack inequality
• THE MOSER'S ITERATIVE METHOD FOR A CLASS OF ULTRAPARABOLIC EQUATIONS
• The obstacle problem for a class of hypoelliptic ultraparabolic equations
• A harnack inequality for parabolic differential equations
• Correetion to “A Harnack Inequality for Parabolic Differential Equations”
• Bounds for the fundamental solution of a parabolic equation
• Level Sets of the Fundamental Solution and Harnack Inequality for Degenerate Equations of Kolmogorov Type
• The Fundamental Solution of a Degenerate Partial Differential Equation of Parabolic Type
• Asset pricing with a forward--backward stochastic differential utility