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Motivated by applications to probability and mathematical finance, we consider a parabolic partial differential equation on a half-space whose coefficients are suitably Holder continuous and allowed to grow linearly in the spatial variable…

Analysis of PDEs · Mathematics 2016-04-08 Paul M. N. Feehan , Camelia Pop

These are the notes of a part of the PhD course Regularity for free boundary problems and for elliptic PDEs, held in Pavia in the spring of 2025. The aim is to provide a comprehensive and self-contained treatment of classical interior and…

Analysis of PDEs · Mathematics 2026-02-03 Stefano Vita

This is the first paper in a series to develop a linear and nonlinear theory for elliptic and parabolic equations on K\"ahler varieties with mild singularities. Donaldson has established a Schauder estimate for linear and complex…

Differential Geometry · Mathematics 2016-12-02 Bin Guo , Jian Song

Aim of this paper is to extend the continuous dependence estimates proved in \cite{JK1} to quasi-monotone systems of fully nonlinear second-order parabolic equations. As by-product of these estimates, we get an H\"older estimate for bounded…

Analysis of PDEs · Mathematics 2012-02-28 Fabio Camilli , Claudio Marchi

We give an example of quasiderivatives constructed by random time change, Girsanov's Theorem and Levy's Theorem. As an application, we investigate the smoothness and estimate the derivatives up to second order for the probabilistic solution…

Probability · Mathematics 2013-03-01 Wei Zhou

We consider the non-degenerate second-order parabolic partial differential equations of non-divergence form with bounded measurable coefficients (not necessary continuous). Under some assumptions it is known that the fundamental solution to…

Probability · Mathematics 2015-04-27 Seiichiro Kusuoka

This paper is concerned with quantitative homogenization of second-order parabolic systems with periodic coefficients varying rapidly in space and time, in different scales. We obtain large-scale interior and boundary Lipschitz estimates as…

Analysis of PDEs · Mathematics 2020-01-08 Jun Geng , Zhongwei Shen

This paper concerns local gradient estimates to solutions of general conformally invariant fully nonlinear elliptic equations of second order.

Analysis of PDEs · Mathematics 2007-08-21 Yanyan Li

We study partial H\"older regularity for nonlinear elliptic systems in divergence form with double-phase growth, modeling double-phase non-Newtonian fluids in the stationary case.

Analysis of PDEs · Mathematics 2023-05-01 Giovanni Scilla , Bianca Stroffolini

Using a modified version of Schauder's fixed point theorem, measures of non-compactness and classical techniques, we provide new general results on the asymptotic behavior and the non-oscillation of second order scalar nonlinear…

Classical Analysis and ODEs · Mathematics 2007-05-23 Angelo B. Mingarelli , Kishin Sadarangani

We obtain a local estimate for the gradient of solutions to a second-order elliptic equation in divergence form with bounded measurable coefficients that are square-Dini continuous at the single point x=0. In particular, we treat the case…

Analysis of PDEs · Mathematics 2021-11-24 Vladimir Maz'ya , Robert McOwen

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 term is non-linear and unbounded. We proceed through a…

Analysis of PDEs · Mathematics 2020-12-14 Paul-Eric Chaudru de Raynal , Igor Honoré , Stéphane Menozzi

We study parametric estimation for second order linear parabolic stochastic partial differential equations (SPDEs) in two space dimensions driven by two types of $Q$-Wiener processes based on high frequency spatio-temporal data. First, we…

Statistics Theory · Mathematics 2025-04-15 Yozo Tonaki , Yusuke Kaino , Masayuki Uchida

We establish global Schauder estimates for integro-partial differential equations (IPDE) driven by a possibly degenerate L\'evy Ornstein-Uhlenbeck operator, both in the elliptic and parabolic setting, using some suitable anisotropic…

Analysis of PDEs · Mathematics 2020-10-15 Lorenzo Marino

As a first result we prove higher order Schauder estimates for solutions to singular/degenerate elliptic equations of type: \[ -\mathrm{div}\left(\rho^aA\nabla w\right)=\rho^af+\mathrm{div}\left(\rho^aF\right) \quad\textrm{in}\; \Omega \]…

Analysis of PDEs · Mathematics 2024-04-04 Susanna Terracini , Giorgio Tortone , Stefano Vita

We derive second order estimates for $\chi$-plurisubharmonic solutions of complex Hessian equations with right hand sides depending on gradients on compact Hermitian manifolds.

Analysis of PDEs · Mathematics 2019-08-27 Weisong Dong , Chang Li

We will show that the same type of estimates known for the fundamental solutions for scalar parabolic equations with smooth enough coefficients hold for the first order derivatives of fundamental solution with respect to space variables of…

Analysis of PDEs · Mathematics 2009-06-25 Michele Di Cristo , Kyoungsun Kim , Gen Nakamura

This paper studies formulations of second-order elliptic partial differential equations in nondivergence form on convex domains as equivalent variational problems. The first formulation is that of Smears \& S\"uli [SIAM J.\ Numer.\ Anal.\…

Numerical Analysis · Mathematics 2017-01-17 Dietmar Gallistl

This article focuses on Lp-estimates for the square root of elliptic systems of second order in divergence form on a bounded domain. We treat complex bounded measurable coefficients and allow for mixed Dirichlet/Neumann boundary conditions…

Classical Analysis and ODEs · Mathematics 2021-03-29 Moritz Egert

We establish two-sided Gaussian bounds for fundamental solutions of general non-divergence form parabolic operators with H\"older continuous coefficients. The result we obtain is essentially based on parametrix method.

Analysis of PDEs · Mathematics 2019-08-30 Mourad Choulli , Giorgio Metafune
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