Bounds on short cylinders and uniqueness in Cauchy problem for degenerate Kolmogorov equations

DOI10.1016/J.JMAA.2009.05.029zbMATH Open1173.35569OpenAlexW2053970114MaRDI QIDQ2272034FDOQ2272034

Chiara Cinti, Sergio Polidoro

Publication date: 5 August 2009

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2009.05.029

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zbMATH Keywords

Cauchy problemuniqueness theoremsdivergence form equationsnon-divergence form equationsKolmogorov degenerate equations

Mathematics Subject Classification ID

Hypoelliptic equations (35H10) Initial value problems for second-order parabolic equations (35K15) Degenerate parabolic equations (35K65) Ultraparabolic equations, pseudoparabolic equations, etc. (35K70)

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Cited In (2)

• Optimal regularity in the obstacle problem for Kolmogorov operators related to American Asian options
• Intrinsic expansions for averaged diffusion processes

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