Abstract
We consider nondegenerate second-order parabolic partial differential equations in nondivergence form with bounded measurable coefficients (not necessary continuous). Under certain assumptions weaker than the Hölder continuity of the coefficients, we obtain Gaussian bounds and Hölder continuity of the fundamental solution with respect to the initial point. Our proofs employ pinned diffusion processes for the probabilistic representation of fundamental solutions and the coupling method.
Original language | English |
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Pages (from-to) | 1-32 |
Number of pages | 32 |
Journal | Analysis and PDE |
Volume | 8 |
Issue number | 1 |
DOIs | |
Publication status | Published - 2015 |
Externally published | Yes |
Keywords
- Coupling method
- Diffusion
- Fundamental solution
- Gaussian estimate
- Hölder continuity
- Parabolic partial differential equation
- Stochastic differential equation
ASJC Scopus subject areas
- Analysis
- Numerical Analysis
- Applied Mathematics