Abstract
We investigate properties of Markov quasi-diffusion processes corresponding to elliptic operators L= aijDij+ biDi, acting on functions on Rd, with measurable coefficients, bounded and uniformly elliptic a and b∈ Ld(Rd). We show that each of them is strong Markov with strong Feller transition semigroup Tt, which is also a continuous bounded semigroup in Ld0(Rd) for some d∈ (d/ 2 , d). We show that Tt, t> 0 , has a kernel pt(x, y) which is summable in y to the power of d/ (d- 1). This leads to the parabolic Aleksandrov estimate with power of summability d instead of the usual d+ 1. For the probabilistic solution, associated with such a process, of the problem Lu= f in a bounded domain D⊂ Rd with boundary condition u= g, where f∈Ld0(D) and g is bounded, we show that it is Hölder continuous. Parabolic version of this problem is treated as well. We also prove Harnack’s inequality for harmonic and caloric functions associated with such a process. Finally, we show that the probabilistic solutions are Ld0-viscosity solutions.
Original language | English (US) |
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Pages (from-to) | 165-199 |
Number of pages | 35 |
Journal | Probability Theory and Related Fields |
Volume | 179 |
Issue number | 1-2 |
DOIs | |
State | Published - Feb 2021 |
Bibliographical note
Publisher Copyright:© 2020, Springer-Verlag GmbH Germany, part of Springer Nature.
Keywords
- Diffusion processes
- Itô equations
- Markov processes