Pointwise estimates for a class of non-homogeneous Kolmogorov equations
From MaRDI portal
Publication:2471757
DOI10.1007/s00208-007-0147-6zbMath1162.35015OpenAlexW2078374510MaRDI QIDQ2471757
Andrea Pascucci, Sergio Polidoro, Chiara Cinti
Publication date: 18 February 2008
Published in: Mathematische Annalen (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00208-007-0147-6
pointwise estimatesmeasurable coefficientsFokkerKolmogorovMoser iteration procedurePlanck-type equations
Reaction-diffusion equations (35K57) Degenerate parabolic equations (35K65) A priori estimates in context of PDEs (35B45) Ultraparabolic equations, pseudoparabolic equations, etc. (35K70)
Related Items (26)
Small time asymptotics on the diagonal for Hörmander's type hypoelliptic operators ⋮ Algebraic resolution of equations of the Black-Scholes type with arbitrary time-dependent parameters ⋮ Hardy-Littlewood-Sobolev inequalities for a class of non-symmetric and non-doubling hypoelliptic semigroups ⋮ Global \(L^{p}\) estimates for degenerate Ornstein-Uhlenbeck operators ⋮ Existence of a fundamental solution of partial differential equations associated to Asian options ⋮ Nash estimates and upper bounds for non-homogeneous Kolmogorov equations ⋮ \(L^p\) compactness of inhomogeneous kinetic equation with rough force ⋮ On the fundamental solution of the Cauchy problem for Kolmogorov systems of the second order ⋮ Harnack inequality for a class of Kolmogorov-Fokker-Planck equations in non-divergence form ⋮ LOG-TRANSFORM AND THE WEAK HARNACK INEQUALITY FOR KINETIC FOKKER-PLANCK EQUATIONS ⋮ \(C^\alpha\) regularity of weak solutions of non-homogeneous ultraparabolic equations with drift terms ⋮ On regularity and existence of weak solutions to nonlinear Kolmogorov-Fokker-Planck type equations with rough coefficients ⋮ Unnamed Item ⋮ A Compactness Result for the Sobolev Embedding via Potential Theory ⋮ Pointwise local estimates and Gaussian upper bounds for a class of uniformly subelliptic ultraparabolic operators ⋮ Bounds on short cylinders and uniqueness in Cauchy problem for degenerate Kolmogorov equations ⋮ Gaussian lower bounds for non-homogeneous Kolmogorov equations with measurable coefficients ⋮ Sharp estimates for Geman-Yor processes and applications to arithmetic average Asian options ⋮ Moser's estimates for degenerate Kolmogorov equations with non-negative divergence lower order coefficients ⋮ Global Morrey estimates for a class of Ornstein-Uhlenbeck operators ⋮ Local Sobolev-Morrey estimates for nondivergence operators with drift on homogeneous groups ⋮ A geometric statement of the Harnack inequality for a degenerate Kolmogorov equation with rough coefficients ⋮ Density estimates and short-time asymptotics for a hypoelliptic diffusion process ⋮ The \(C^{\alpha}\) regularity of a class of non-homogeneous ultraparabolic equations ⋮ A note on the weak regularity theory for degenerate Kolmogorov equations ⋮ Pointwise estimates for degenerate Kolmogorov equations with \(L^p\)-source term
Cites Work
- Schauder estimates, Harnack inequality and Gaussian lower bound for Kolmogorov-type operators in non-divergence form
- The Fokker-Planck equation. Methods of solution and applications.
- The Boltzmann equation and its applications
- Subelliptic estimates and function spaces on nilpotent Lie groups
- Hypoelliptic differential operators and nilpotent groups
- Sobolev-Morrey spaces related to an ultraparabolic equation
- A global lower bound for the fundamental solution of Kolmogorov-Fokker-Planck equations
- The Dirichlet problem for a class of ultraparabolic equations
- Regularity properties of viscosity solutions of a non-Hörmander degenerate equation
- \(\mathcal{L}^p\) estimates for some ultraparabolic operators with discontinuous coefficients
- Hypoelliptic second order differential equations
- On the complete model with stochastic volatility by Hobson and Rogers
- VOLATILITY STRUCTURES OF FORWARD RATES AND THE DYNAMICS OF THE TERM STRUCTURE
- Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
- Complete Models with Stochastic Volatility
- On Boltzmann and Landau equations
- SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS
- THE MOSER'S ITERATIVE METHOD FOR A CLASS OF ULTRAPARABOLIC EQUATIONS
- A harnack inequality for parabolic differential equations
- On a pointwise estimate for parabolic differential equations
- The Fundamental Solution of a Degenerate Partial Differential Equation of Parabolic Type
- Asset pricing with a forward--backward stochastic differential utility
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Pointwise estimates for a class of non-homogeneous Kolmogorov equations