On diffusion processes with drift in $L_{d}$
Abstract
We investigate properties of Markov quasi-diffusion processes corresponding to elliptic operators , acting on functions on , with measurable coefficients, bounded and uniformly elliptic and . We show that each of them is strong Markov with strong Feller transition semigroup , which is also a continuous bounded semigroup in for some . We show that , , has a kernel which is summable in to the power of . This leads to the parabolic Aleksandrov estimate with power of summability instead of the usual . For the probabilistic solutions, associated with such a process, of the problem in a bounded domain with boundary condition , where and is bounded, we show that it is H\"older continuous. Parabolic version of this problem is treated as well. We also prove Harnack's inequality for harmonic and caloric functions associated with such a process. Finally, we show that the probabilistic solutions are -viscosity solutions.
Cite
@article{arxiv.2001.04950,
title = {On diffusion processes with drift in $L_{d}$},
author = {N. V. Krylov},
journal= {arXiv preprint arXiv:2001.04950},
year = {2020}
}
Comments
31 pages, some corrections and better explanations, one corollary added