English

On diffusion processes with drift in $L_{d}$

Probability 2020-04-01 v3

Abstract

We investigate properties of Markov quasi-diffusion processes corresponding to elliptic operators L=aijDij+biDiL=a^{ij}D_{ij}+b^{i}D_{i}, acting on functions on Rd\mathbb{R}^{d}, with measurable coefficients, bounded and uniformly elliptic aa and bLd(Rd)b\in L_{d}(\mathbb{R}^{d}). We show that each of them is strong Markov with strong Feller transition semigroup TtT_{t}, which is also a continuous bounded semigroup in Ld0(Rd)L_{d_{0}}(\mathbb{R}^{d}) for some d0(d/2,d)d_{0}\in (d/2, d). We show that TtT_{t}, t>0t>0, has a kernel pt(x,y)p_{t}(x,y) which is summable in yy to the power of d0/(d01)d_{0}/(d_{0}-1). This leads to the parabolic Aleksandrov estimate with power of summability d0d_{0} instead of the usual d+1d+1. For the probabilistic solutions, associated with such a process, of the problem Lu=fLu=f in a bounded domain DRdD\subset\mathbb{R}^{d} with boundary condition u=gu=g, where fLd0(D)f\in L_{d_{0}}(D) and gg 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 Ld0L_{d_{0}}-viscosity solutions.

Keywords

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

R2 v1 2026-06-23T13:11:10.155Z