We prove a Gaussian upper bound for the fundamental solutions of a class of ultra-parabolic equations in divergence form. The bound is independent on the smoothness of the coefficients and generalizes some classical results by Nash, Aronson and Davies. The class considered has relevant applications in the theory of stochastic processes, in physics and in mathematical finance.

Nash Estimates and Upper Bounds for Non-homogeneous Kolmogorov Equations

LANCONELLI, ALBERTO;PASCUCCI, ANDREA
2017

Abstract

We prove a Gaussian upper bound for the fundamental solutions of a class of ultra-parabolic equations in divergence form. The bound is independent on the smoothness of the coefficients and generalizes some classical results by Nash, Aronson and Davies. The class considered has relevant applications in the theory of stochastic processes, in physics and in mathematical finance.
Lanconelli, Alberto; Pascucci, Andrea
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11585/609756
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