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 …
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 …
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 …
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 …
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 …
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 …
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
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 …
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 $$\mathscr K u=\mathscr A u-\partial_t u\overset {def}{=}\operatorname …
operators in the form $$\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 …
unbounded Hölder continuous drift term. We prove the existence of a global flow of …
Singular kinetic equations and applications
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) …
method introduced in Gubinelli, Imkeller and Perkowski (Forum Math. Pi 3 (2015) e6–75) …