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.File | Dimensione | Formato | |
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