Nash estimates and upper bounds for non-homogeneous Kolmogorov equations
Autor: | Alberto Lanconelli, Andrea Pascucci |
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Přispěvatelé: | Lanconelli, Alberto, Pascucci, Andrea |
Rok vydání: | 2016 |
Předmět: |
Smoothness (probability theory)
Stochastic process Gaussian Mathematical finance 010102 general mathematics Probability (math.PR) Kolmogorov equation 01 natural sciences Upper and lower bounds Linear stochastic equation 010104 statistics & probability symbols.namesake Ultra-parabolic equation symbols Kolmogorov equations Fundamental solution FOS: Mathematics Applied mathematics 0101 mathematics Divergence (statistics) Nash estimate Mathematics - Probability Analysis Mathematics |
DOI: | 10.48550/arxiv.1606.06453 |
Popis: | We prove a Gaussian upper bound for the fundamental solutions of a class of ultra-parabolic equations in divergence form. The bound is independent on the smoothness of the coefficients and generalizes some classical results by Nash, Aronson and Davies. The class considered has relevant applications in the theory of stochastic processes, in physics and in mathematical finance. Comment: 21 pages |
Databáze: | OpenAIRE |
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