Pathwise uniqueness for singular SDEs driven by stable processes

E Priola - 2012 - projecteuclid.org
We prove pathwise uniqueness for stochastic differential equations driven by non-
degenerate symmetric α-stable Lévy processes with values in R^d having a bounded and β …

[HTML][HTML] Schauder estimates for Kolmogorov-Fokker-Planck operators with coefficients measurable in time and Hölder continuous in space

S Biagi, M Bramanti - Journal of Mathematical Analysis and Applications, 2024 - Elsevier
Abstract We consider degenerate Kolmogorov-Fokker-Planck operators L u=∑ i, j= 1 qaij (x,
t)∂ xixj 2 u+∑ k, j= 1 N bjkxk∂ xju−∂ tu,(x, t)∈ R N+ 1, N≥ q≥ 1 such that the …

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

S Pagliarani, G Lucertini, A Pascucci - Journal of Evolution Equations, 2023 - Springer
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 …

Elliptic and parabolic second-order PDEs with growing coefficients

NV Krylov, E Priola - Communications in Partial Differential …, 2009 - Taylor & Francis
We consider a second-order parabolic equation in ℝ d+ 1 with possibly unbounded lower
order coefficients. All coefficients are assumed to be only measurable in the time variable …

Sharp Schauder estimates for some degenerate Kolmogorov equations

PEC De Raynal, I Honoré, S Menozzi - arXiv preprint arXiv:1810.12227, 2018 - arxiv.org
We provide here some sharp Schauder estimates for degenerate PDEs of Kolmogorov type
when the coefficients lie in some suitable anisotropic H {\" o} lder spaces and the first order …

[图书][B] Analytical methods for Kolmogorov equations

L Lorenzi - 2016 - taylorfrancis.com
The second edition of this book has a new title that more accurately reflects the table of
contents. Over the past few years, many new results have been proven in the field of partial …

[HTML][HTML] Schauder estimates for nonlocal kinetic equations and applications

Z Hao, M Wu, X Zhang - Journal de Mathématiques Pures et Appliquées, 2020 - Elsevier
In this paper we develop a new method based on Littlewood-Paley's decomposition and
heat kernel estimates in integral form, to establish Schauder's estimate for the following …

A class of nonlocal hypoelliptic operators and their extensions

N Garofalo, G Tralli - arXiv preprint arXiv:1811.02968, 2018 - arxiv.org
In this paper we study nonlocal equations driven by the fractional powers of hypoelliptic
operators in the form $$\mathscr K u=\mathscr A u-\partial_t u\overset {def}{=}\operatorname …

Flow of diffeomorphisms for SDEs with unbounded Hölder continuous drift

F Flandoli, M Gubinelli, E Priola - Bulletin des sciences mathematiques, 2010 - Elsevier
We consider a SDE with a smooth multiplicative non-degenerate noise and a possibly
unbounded Hölder continuous drift term. We prove the existence of a global flow of …

Singular kinetic equations and applications

Z Hao, X Zhang, R Zhu, X Zhu - The Annals of Probability, 2024 - projecteuclid.org
In this paper we study singular kinetic equations on R 2 d by the paracontrolled distribution
method introduced in Gubinelli, Imkeller and Perkowski (Forum Math. Pi 3 (2015) e6–75) …