Abstract:
In this note we develop a new analytic version of Zvonkin’s transform of the drift coefficient of a stationary Kolmogorov equation and apply this transform to derive the Harnack inequality for nonnegative solutions in the case where the diffusion matrix is not locally Sobolev. We also obtain a generalization of the known theorem of Hasminskii on existence of a probability solution to the stationary Kolmogorov equation.
Keywords:stationary Kolmogorov equation, Dini’s condition, class VMO, Zvonkin’s transform.
UDC:517.956
Presented:A. N. Shiryaev Received: 31.05.2022 Revised: 19.06.2022 Accepted: 15.07.2022