Elliptic and Parabolic Second-Order PDEs with Growing Coefficients

DOI10.1080/03605300903424700zbMath1195.35160arXiv0806.3100OpenAlexW1979768320MaRDI QIDQ3550963

Enrico Priola, Nicolai V. Krylov

Publication date: 8 April 2010

Published in: Communications in Partial Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0806.3100

zbMATH Keywords

Schauder estimatesnew localization procedureunbounded lower order coefficients

Mathematics Subject Classification ID

Smoothness and regularity of solutions to PDEs (35B65) PDEs with low regular coefficients and/or low regular data (35R05) Second-order parabolic equations (35K10)

Related Items (39)

Poisson process and sharp constants in $L^p$ and Schauder estimates for a class of degenerate Kolmogorov operators ⋮ Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme ⋮ Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations ⋮ Well-posedness of the transport equation by stochastic perturbation ⋮ On Divergence Form Second-order PDEs with Growing Coefficients in W 1 p Spaces without Weights ⋮ Stochastic flows and Bismut formulas for stochastic Hamiltonian systems ⋮ Poisson stochastic process and basic Schauder and Sobolev estimates in the theory of parabolic equations ⋮ Schauder estimates for degenerate Lévy Ornstein-Uhlenbeck operators ⋮ \(L^p\)-solutions of Fokker-Planck equations ⋮ On the martingale problem for degenerate-parabolic partial differential operators with unbounded coefficients and a mimicking theorem for Itô processes ⋮ A Schauder approach to degenerate-parabolic partial differential equations with unbounded coefficients ⋮ Kalman-Bucy filter and SPDEs with growing lower-order coefficients in \(W_{p}^{1}\) spaces without weights ⋮ On linear elliptic and parabolic equations with growing drift in Sobolev spaces without weights ⋮ A stochastic sewing lemma and applications ⋮ Numerical computation of probabilities for nonlinear SDEs in high dimension using Kolmogorov equation ⋮ On uniqueness of solutions to nonlinear Fokker-Planck-Kolmogorov equations ⋮ Reinforcement Learning for Linear-Convex Models with Jumps via Stability Analysis of Feedback Controls ⋮ Stochastic Lagrangian perturbation of Lie transport and applications to fluids ⋮ Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients ⋮ Partial Schauder estimates for second-order elliptic and parabolic equations ⋮ Schauder estimates for Kolmogorov-Fokker-Planck operators with coefficients measurable in time and Hölder continuous in space ⋮ Non-asymptotic Gaussian estimates for the recursive approximation of the invariant distribution of a diffusion ⋮ Well-posedness of some non-linear stable driven SDEs ⋮ Schauder estimates for higher-order parabolic systems with time irregular coefficients ⋮ A VOLATILITY-OF-VOLATILITY EXPANSION OF THE OPTION PRICES IN THE SABR STOCHASTIC VOLATILITY MODEL ⋮ Distances between Stationary Distributions of Diffusions and Solvability of Nonlinear Fokker--Planck--Kolmogorov Equations ⋮ Sharp Schauder estimates for some degenerate Kolmogorov equations ⋮ Flow of diffeomorphisms for SDEs with unbounded Hölder continuous drift ⋮ Conormal problem of higher-order parabolic systems with time irregular coefficients ⋮ Schauder estimates for drifted fractional operators in the supercritical case ⋮ Stochastic regularization for transport equations ⋮ The second-order parabolic PDEs with singular coefficients and applications ⋮ Schauder estimates for nonlocal kinetic equations and applications ⋮ Schauder estimates for degenerate stable Kolmogorov equations ⋮ Strong regularization by Brownian noise propagating through a weak Hörmander structure ⋮ Nonlinear Young integrals and differential systems in Hölder media ⋮ Schauder theory in variable Hölder spaces ⋮ Schauder estimates for solutions of linear parabolic integro-differential equations ⋮ On Fourier multipliers in function spaces with partial Hölder condition and their application to the linearized Cahn-Hilliard equation with dynamic boundary conditions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Parabolic interior Schauder estimates by the maximum principle
• Feller semigroups on \(\mathbb{R}^N\)
• On a Dirichlet problem involving an Ornstein--Uhlenbeck operator
• On the Ornstein-Uhlenbeck operator in spaces of continuous functions
• Parabolic equations with unbounded coefficients
• Interior Schauder estimates for parabolic differential- (or difference-) equations via the maximum principle
• Optimal Schauder Estimates for Parabolic Problems with Data Measurable with Respect to Time
• Solution of certain parabolic equations with unbounded coefficients and its application to nonlinear filtering
• Global Schauder estimates for a class of degenerate Kolmogorov equations
• Generation of Analytic Semigroups by Elliptic Operators with Unbounded Coefficients
• Optimal Control and Nonlinear Filtering for Nondegenerate Diffusion Processes
• Estimates of the derivatives for parabolic operators with unbounded coefficients
• Elliptic and parabolic equations in with coefficients having polynomial growth
• Second order PDE's in finite and infinite dimension
• Elliptic operators on \(\mathbb{R}^d\) with unbounded coefficients

This page was built for publication: Elliptic and Parabolic Second-Order PDEs with Growing Coefficients