Remarks on parabolic Kolmogorov operator
Analysis of PDEs
2024-08-13 v3 Probability
Abstract
We obtain gradient estimates on solutions to parabolic Kolmogorov equation with singular drift in a large class. Such estimates allow to construct a Feller evolution family, which is used to construct unique weak solutions to the corresponding stochastic differential equation.
Cite
@article{arxiv.2303.03993,
title = {Remarks on parabolic Kolmogorov operator},
author = {D. Kinzebulatov and Yu. A. Semenov},
journal= {arXiv preprint arXiv:2303.03993},
year = {2024}
}
Comments
Updated introduction, references added