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

DOI10.1007/S10958-009-9428-9MaRDI QIDQ613677zbMATH OpenOpenAlexFDO

Authors N. V. Krylov

Publication date 21 December 2010

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

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

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)

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.

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Cited in

(8)

• A volatility-of-volatility expansion of the option prices in the SABR stochastic volatility model
• A PDE with drift of negative Besov index and linear growth solutions.
• On the growth of solutions of semi-linear diffusion equation with drift
• 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
• Linear and fully nonlinear elliptic equations with Morrey drift

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