Parametrix techniques and martingale problems for some degenerate Kolmogorov equations
From MaRDI portal
Publication:638271
DOI10.1214/ECP.v16-1619zbMath1225.60097arXiv1011.1824OpenAlexW1537833408MaRDI QIDQ638271
Publication date: 9 September 2011
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1011.1824
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales and classical analysis (60G46)
Related Items (27)
Intrinsic expansions for averaged diffusion processes ⋮ On weak solutions of highly degenerate SDEs ⋮ Schauder type estimates for degenerate Kolmogorov equations with Dini continuous coefficients ⋮ The parametrix method for skew diffusions ⋮ Weak regularization by stochastic drift: result and counter example ⋮ Weak error for the Euler scheme approximation of degenerate diffusions with nonsmooth coefficients ⋮ Weak uniqueness and density estimates for SDEs with coefficients depending on some path-functionals ⋮ Stability of Densities for Perturbed Diffusions and Markov Chains ⋮ Optimal regularity for degenerate Kolmogorov equations in non-divergence form with rough-in-time coefficients ⋮ A probabilistic interpretation of the parametrix method ⋮ Malliavin calculus techniques for local asymptotic mixed normality and their application to hypoelliptic diffusions ⋮ Intrinsic Taylor formula for Kolmogorov-type homogeneous groups ⋮ Nonlinear McKean-Vlasov diffusions under the weak Hörmander condition with quantile-dependent coefficients ⋮ Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients ⋮ Heat kernel and gradient estimates for kinetic SDEs with low regularity coefficients ⋮ A Poincaré cone condition in the Poincaré group ⋮ Stability of Densities for Perturbed Degenerate Diffusions ⋮ On weak uniqueness and distributional properties of a solution to an SDE with \(\alpha\)-stable noise ⋮ Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift ⋮ Martingale problems for some degenerate Kolmogorov equations ⋮ Sharp Schauder estimates for some degenerate Kolmogorov equations ⋮ Uniqueness in law for stable-like processes of variable order ⋮ On weak uniqueness for some degenerate SDEs by global \(L^p\) estimates ⋮ Degenerate SDE with Hölder--Dini Drift and Non-Lipschitz Noise Coefficient ⋮ On stochastic Langevin and Fokker-Planck equations: the two-dimensional case ⋮ Strong regularization by Brownian noise propagating through a weak Hörmander structure ⋮ Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result
This page was built for publication: Parametrix techniques and martingale problems for some degenerate Kolmogorov equations
