On diffusion processes with B(R^2,VMO) coefficients and ``good Green's functions of the corresponding operators

DOI10.1007/S00526-020-01758-WMaRDI QIDQ2189546zbMATH OpenOpenAlexFDO

Authors N. V. Krylov

Publication date 16 June 2020

Published in Calculus of Variations and Partial Differential Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1902.01885

zbMATH Keywords

Green's functionsstochastic Itô equations

Mathematics Subject Classification ID

Second-order parabolic equations (35K10) Diffusion processes (60J60)

Abstract: The solvability in Sobolev spaces with special mixed norms is proved for nondivergence form second order parabolic equations. The leading coefficients are assumed to be measurable in the time variable and two coordinates of space variables, and be almost in VMO (vanishing mean oscillation) with respect to the other coordinates. This solvability result implies the weak uniqueness of solutions of the corresponding stochastic It^o equations in the class of "good" solutions (which is nonempty). This also implies uniqueness of a Green's function in the class of "good" ones (which is always nonempty).

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Cited in

(1)

• Parabolic Ito Equations with Mixed in Time Conditions

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