On linear elliptic and parabolic equations with growing drift in Sobolev spaces without weights

DOI10.1007/S10958-009-9428-9zbMATH Open1205.35328arXiv0902.3006OpenAlexW2050950762MaRDI QIDQ613677FDOQ613677

Authors: N. V. Krylov 

Publication date: 21 December 2010

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Abstract: We consider uniformly elliptic and parabolic second-order equations with bounded zeroth-order and bounded VMO leading coefficients and possibly growing first-order coefficients. We look for solutions which are summable to the $p$-th power with respect to the usual Lebesgue measure along with their first and second-order derivatives with respect to the spatial variable.

Full work available at URL: https://arxiv.org/abs/0902.3006

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Mathematics Subject Classification ID

Boundary value problems for second-order elliptic equations (35J25) Second-order parabolic equations (35K10) PDEs with low regular coefficients and/or low regular data (35R05)

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Cited In (8)

• A volatility-of-volatility expansion of the option prices in the SABR stochastic volatility model
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• On divergence form second-order PDEs with growing coefficients in \(W^{1}_{p}\) spaces without weights
• Kalman-Bucy filter and SPDEs with growing lower-order coefficients in \(W_{p}^{1}\) spaces without weights
• Linear and fully nonlinear elliptic equations with \(L_d\)-drift
• On divergence form SPDEs with growing coefficients in \(W^{1}_{2}\) spaces without weights
• Global \(L^{p}\) estimates for degenerate Ornstein-Uhlenbeck operators
• Linear and fully nonlinear elliptic equations with Morrey drift

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