Remarks on parabolic Kolmogorov operator

2023/03/07 by D. Kinzebulatov, Kinzebulatov, D., Yu. A. Semënov +1
Economics, Econometrics and Finance · Mathematics · #Analysis of PDEs (math.AP) #FOS: Mathematics #Geometric Analysis and Curvature Flows #Mathematical Biology Tumor Growth #Probability (math.PR) #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.2303.03993

openalex publication_date 2023/03/07 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

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 corresponding stochastic differential equation.

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