Global Regularity and Bounds for Solutions of Parabolic Equations for Probability Measures
/ Authors
/ Abstract
Given a second‐order parabolic operator $Lu(t,x):=\frac{\partial u(t,x)}{\partial t}+a^{ij}(t,x)\partial_{x_i}\partial_{x_j}u(t,x)+b^i(t,x)\partial_{x_i}u(t,x)$, we consider the weak parabolic equa...
Journal: Theory of Probability and Its Applications