We establish heat kernel and gradient estimates for the density of kinetic degenerate Kolmogorov stochastic differential equations. Our results are established under somehow minimal assumptions that guarantee the SDE is weakly well posed.
P.E. Chaudru de Raynal, S.M. (2023). Heat kernel and gradient estimates for kinetic SDEs with low regularity coefficients. BULLETIN DES SCIENCES MATHEMATIQUES, 183, 1-56 [10.1016/j.bulsci.2023.103229].
Heat kernel and gradient estimates for kinetic SDEs with low regularity coefficients
S. Menozzi;A. Pesce;
2023
Abstract
We establish heat kernel and gradient estimates for the density of kinetic degenerate Kolmogorov stochastic differential equations. Our results are established under somehow minimal assumptions that guarantee the SDE is weakly well posed.File in questo prodotto:
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HK-Kinetic.pdf
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