We consider a class of degenerate equations in non-divergence form satisfying a parabolic Hörmander condition, with coefficients that are measurable in time and Hölder continuous in the space variables. By utilizing a generalized notion of strong solution, we establish the existence of a fundamental solution and its optimal Hölder regularity, as well as Gaussian estimates. These results are key to study the backward Kolmogorov equations associated to a class of Langevin diffusions.

Pagliarani S., Lucertini G., Pascucci A. (2023). Optimal regularity for degenerate Kolmogorov equations in non-divergence form with rough-in-time coefficients. JOURNAL OF EVOLUTION EQUATIONS, 23(4), 1-37 [10.1007/s00028-023-00916-9].

Optimal regularity for degenerate Kolmogorov equations in non-divergence form with rough-in-time coefficients

Pagliarani S.;Lucertini G.;Pascucci A.
2023

Abstract

We consider a class of degenerate equations in non-divergence form satisfying a parabolic Hörmander condition, with coefficients that are measurable in time and Hölder continuous in the space variables. By utilizing a generalized notion of strong solution, we establish the existence of a fundamental solution and its optimal Hölder regularity, as well as Gaussian estimates. These results are key to study the backward Kolmogorov equations associated to a class of Langevin diffusions.
2023
Pagliarani S., Lucertini G., Pascucci A. (2023). Optimal regularity for degenerate Kolmogorov equations in non-divergence form with rough-in-time coefficients. JOURNAL OF EVOLUTION EQUATIONS, 23(4), 1-37 [10.1007/s00028-023-00916-9].
Pagliarani S.; Lucertini G.; Pascucci A.
File in questo prodotto:
File Dimensione Formato  
s00028-023-00916-9.pdf

accesso aperto

Tipo: Versione (PDF) editoriale
Licenza: Licenza per Accesso Aperto. Creative Commons Attribuzione (CCBY)
Dimensione 580.11 kB
Formato Adobe PDF
580.11 kB Adobe PDF Visualizza/Apri

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11585/947254
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 3
  • ???jsp.display-item.citation.isi??? ND
social impact