Krylov-Safonov estimates for a degenerate diffusion process
Probability
2019-06-04 v1
Abstract
This paper proves a Krylov-Safonov estimate for a multidimensional diffusion process whose diffusion coefficients are degenerate on the boundary. As applications the existence and uniqueness of invariant probability measures for the process and Hoelder estimates for the associated partial differential equation are obtained.
Keywords
Cite
@article{arxiv.1906.00656,
title = {Krylov-Safonov estimates for a degenerate diffusion process},
author = {Fu Zhang and Kai Du},
journal= {arXiv preprint arXiv:1906.00656},
year = {2019}
}
Comments
25 pages