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

DOI10.1016/J.JMAA.2009.05.029MaRDI QIDQ2272034zbMATH OpenOpenAlexFDO

Authors 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

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)

Recommendations

• scientific article; zbMATH DE number 2169825
• scientific article; zbMATH DE number 2238099
• Uniqueness problems for degenerate Fokker-Planck-Kolmogorov equations
• scientific article; zbMATH DE number 6379280
• scientific article; zbMATH DE number 5373811

Cites work

• scientific article; zbMATH DE number 3139125 (Why is no real title available?)
• scientific article; zbMATH DE number 51724 (Why is no real title available?)
• scientific article; zbMATH DE number 589126 (Why is no real title available?)
• scientific article; zbMATH DE number 721958 (Why is no real title available?)
• scientific article; zbMATH DE number 1076211 (Why is no real title available?)
• scientific article; zbMATH DE number 874297 (Why is no real title available?)
• scientific article; zbMATH DE number 3276802 (Why is no real title available?)
• scientific article; zbMATH DE number 3291646 (Why is no real title available?)
• scientific article; zbMATH DE number 2238099 (Why is no real title available?)
• A Green function and regularity results for an ultraparabolic equation with a singular potential.
• An example of nonuniqueness of the cauchy problem for the heat equation
• Estimates near the boundary for solutions of second order parabolic equations
• Hypoelliptic second order differential equations
• On Boltzmann and Landau equations
• On the Ornstein-Uhlenbeck operator in spaces of continuous functions
• On the complete model with stochastic volatility by Hobson and Rogers
• On the trend to global equilibrium in spatially inhomogeneous entropy-dissipating systems: The linear Fokker-Planck equation
• Pointwise estimates for a class of non-homogeneous Kolmogorov equations
• SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS
• Schauder estimates, Harnack inequality and Gaussian lower bound for Kolmogorov-type operators in non-divergence form
• Singular perturbations for parabolic equations with unbounded coefficients leading to ultraparabolic equations.
• Some mathematical results in the pricing of American options
• The Boltzmann equation and its applications
• The Fokker-Planck equation. Methods of solution and applications.
• The Uniqueness of Solutions of the Heat Equation in an Infinite Strip
• The obstacle problem for a class of hypoelliptic ultraparabolic equations
• UNIQUENESS IN THE CAUCHY PROBLEM FOR PARABOLIC EQUATIONS
• Uniform and optimal estimates for solutions to singularly perturbed parabolic equations
• Uniqueness in the Cauchy problem for the heat equation
• Uniqueness of positive solutions of parabolic equations with unbounded coefficients
• Uniqueness of the Cauchy problem for degenerate parabolic equations
• Zufällige Bewegungen. (Zur Theorie der Brownschen Bewegung.)

Cited in

(2)

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

This page was built for publication: Bounds on short cylinders and uniqueness in Cauchy problem for degenerate Kolmogorov equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2272034)