相关论文: Remarks on parabolic Kolmogorov operator

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 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…

In this paper, we propose a procedure for constructing an infinite number of families of solutions of given linear differential equations with partial derivatives with constant coefficients. We use monogenic functions that are defined on…

Systems of parabolic, possibly degenerate parabolic SPDEs are considered. Existence and uniqueness are established in Sobolev spaces. Similar results are obtained for a class of equations generalizing the deterministic first order symmetric…

We study function-valued solutions of a class of stochastic partial differential equations, involving operators with polynomially bounded coefficients. We consider semilinear equations under suitable parabolicity hypotheses. We provide…

We extend Krylov and R\"{o}ckner's result \cite{KR} to the drift coefficients in critical Lebesgue space, and prove the existence and uniqueness of weak solutions for a class of SDEs. To be more precise, let $b: [0,T]\times{\mathbb…

In this paper we consider the evolution equation $\partial_t u=\Delta_\mu u+f$ and the corresponding Cauchy problem, where $\Delta_\mu$ represents the Bessel operator $\partial_x^2+(\frac{1}{4}-\mu^2)x^{-2}$, for every $\mu>-1$. We…

A (2+1)-dimensional linear ultra-parabolic Fokker--Planck--Kolmogorov equation is investigated from the group-theoretical point of view. By using the Berest--Aksenov approach, an algebra of invariance of fundamental solutions of the…

By establishing a characterization for Sobolev differentiability of random fields, we prove the weak differentiability of solutions to stochastic differential equations with local Sobolev and super-linear growth coefficients with respect to…

We give an exact solution to the Kolmogorov equation describing genetic drift for an arbitrary number of alleles at a given locus. This is achieved by finding a change of variable which makes the equation separable, and therefore reduces…

We establish the unique solvability of solutions in Sobolev spaces to linear parabolic equations in a more general form than those in the literature. A distinguishing feature of our equations is the inclusion of a half-order time derivative…

We prove unique weak solvability and Feller property for stochastic differential equations with drift in a large class of time-dependent vector fields. This class contains, in particular, the critical Ladyzhenskaya-Prodi-Serrin class, the…

In this paper, by establishing the $L^p$-$L^q$ estimate and Sobolev estimates for parabolic partial differential equations with a singular first order term and a Lipschitz first order term, a new Zvonkin-type transformation is given for…

We show how the parabolic version of the Adams theorem and its corollary can be used to estimate in $L_{p}$ the evolution family associated to a divergence form second-order parabolic operator with parabolic Morrey lower-order terms and…

We study an inverse problem for variable coefficient fractional parabolic operators of the form $(\partial_t -\operatorname{div}(A(x) \nabla_x)^s + q(x,t)$ for $s\in(0,1)$ and show the unique recovery of $q$ from exterior measured data.…

We deal with a class of semilinear parabolic PDEs on the space of continuous functions that arise, for example, as Kolmogorov equations associated to the infinite-dimensional lifting of path-dependent SDEs. We investigate existence of…

We study a conormal boundary value problem for a class of quasilinear elliptic equations in bounded domain $\Omega$ whose coefficients can be degenerate or singular of the type $\text{dist}(x, \partial \Omega)^\alpha$, where $\partial…

This paper is devoted to a study of the unique continuation property for stochastic parabolic equations. Due to the adapted nature of solutions in the stochastic situation, classical approaches to treat the the unique continuation problem…

In this paper we use key elements of the Olver's approach to Hamiltonian evolution equations in partial derivatives and propose an algebraic construction appropriate for Hamiltonian evolution systems with constraints.

We introduce a mild generative variant of the classical neural operator model, which leverages Kolmogorov--Arnold networks to solve infinite families of second-order backward stochastic differential equations ($2$BSDEs) on regular bounded…