Related papers: Martingale problems for some degenerate Kolmogorov…
We consider a class of degenerate equations satisfying a parabolic H\"ormander condition, with coefficients that are measurable in time and H\"older continuous in the space variables. By utilizing a generalized notion of strong solution, we…
We prove the local boundedness of the solutions to degenerate second order partial differential equations of Kolmogorov type with measurable coefficients in divergence form, under minimal integrability assumption on the lower order…
We consider weak solutions of degenerate second order partial differential equations of Kolmogorov-Fokker-Planck type with measurable coefficients in divergence form. We give a geometric statement of the Harnack inequality recently proven…
Using results from our companion article [arXiv:1112.4824v2] on a Schauder approach to existence of solutions to a degenerate-parabolic partial differential equation, we solve three intertwined problems, motivated by probability theory and…
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…
Well-posedness \`a la Friedrichs is proved for a class of degenerate Kolmogorov equations associated to stochastic Allen-Cahn equations with logarithmic potential. The thermodynamical consistency of the model requires the potential to be…
We employ weak hypocoercivity methods to study the long-term behavior of operator semigroups generated by degenerate Kolmogorov operators with variable second-order coefficients, which solve the associated abstract Cauchy problem. We prove…
In this paper, we study parabolic equations in divergence form with coefficients that are singular degenerate as some Muckenhoupt weight functions in one spatial variable. Under certain conditions, weighted reverse H\"{o}lder's inequalities…
We consider It\^o uniformly nondegenerate equations with random coefficients. When the coefficients satisfy some low regularity assumptions with respect to the spatial variables and Malliavin differentiability assumptions on the sample…
We prove the uniqueness of the martingale problem associated to some degenerate operators. The key point is to exploit the strong parallel between the new technique introduced by Bass and Perkins (From Probability to Geometry, vol. in honor…
An integro-differential Kolmogorov equation is considered in H\"{o}lder-type spaces defined by a scalable L\'{e}vy measure. Some properties of those spaces and estimates of the solution are derived using probabilistic representations.
We study nonlinear stationary Kolmogorov equations with degenerate diffusion matrices and discontinuous coefficients. The existence of a solution is proved. We propose a new approach based on an integral condition with Lyapunov functions…
We study the Cauchy problem for Fokker--Planck--Kolmogorov equations with unbounded and degenerate coefficients. Sufficient conditions for the existence and uniqueness of solutions are indicated.
We prove existence and uniqueness of solutions to Fokker--Planck equations associated to Markov operators multiplicatively perturbed by degenerate time-inhomogeneous coefficients. Precise conditions on the time-inhomogeneous coefficients…
Parabolic integro-differential Kolmogorov equations with different space-dependent operators are considered in H\"{o}lder-type spaces defined by a scalable L\'{e}vy measure. Probabilistic representations are used to prove continuity of the…
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…
We consider a stable driven degenerate stochastic differential equation, whose coefficients satisfy a kind of weak H{\"o}rmander condition. Under mild smoothness assumptions we prove the uniqueness of the martingale problem for the…
In this paper, we present the solution to Kolmogorov's problem for the classes of multiply monotone and completely monotone functions together with its connections to the Markov moment problem, Hermite-Birkhoff interpolation problem, and…
This paper studies the Sobolev regularity estimates for weak solutions of a class of degenerate, and singular quasi-linear elliptic problems of the form $\text{div}[\mathbf{A}(x,u, \nabla u)]= \text{div}[\mathbf{F}]$ with non-homogeneous…
We consider systems of stochastic differential equations of the form \[ \d X_t^i = \sum_{j=1}^d A_{ij}(X_{t-}) \d Z_t^j\] for $i=1,\dots,d$ with continuous, bounded and non-degenerate coefficients. Here $Z_t^1,\dots,Z_t^d$ are independent…