The quasiderivative method for derivative estimates of solutions to degenerate elliptic equations

DOI10.1016/J.SPA.2013.03.021MaRDI QIDQ2447702zbMATH OpenOpenAlexFDO

Authors Wei Zhou

Publication date 28 April 2014

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1112.5689

zbMATH Keywords

degenerate elliptic equationderivative estimatequasiderivative

Mathematics Subject Classification ID

Smoothness and regularity of solutions to PDEs (35B65) Boundary value problems for second-order elliptic equations (35J25) Degenerate elliptic equations (35J70) Martingales with continuous parameter (60G44) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Abstract: We give an example of quasiderivatives constructed by random time change, Girsanov's Theorem and Levy's Theorem. As an application, we investigate the smoothness and estimate the derivatives up to second order for the probabilistic solution to the Dirichlet problem for the linear degenerate elliptic partial differential equation of second order, under the assumption of non-degeneracy with respect to the normal to the boundary and an interior condition to control the moments of quasiderivatives, which is weaker than non-degeneracy.

Review text

In this paper, the author considers the Dirichlet problem for the linear degenerate elliptic partial differential equations of second order. By the technique of quasiderivative, he proves the existence of, and then estimate, the first and second derivatives of the probabilistic solution to the considered problem under the assumption of the non-degeneracy of the diffusion term along the normal to the boundary and an interior condition weaker than the non-degeneracy of the diffusion term.

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(9)

• Weak interior second order derivative estimates for degenerate nonlinear elliptic equations
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• The method of common descent for a certain class of quasidifferentiable functions
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• scientific article; zbMATH DE number 614418 (Why is no real title available?)
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• Stochastic representation of solutions to degenerate elliptic and parabolic boundary value and obstacle problems with Dirichlet boundary conditions

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