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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2005 Volume 50, Issue 4, Pages 652–674 (Mi tvp124)

This article is cited in 27 papers

Global regularity and estimates for solutions of parabolic equations

V. I. Bogacheva, M. Röcknerb, S. V. Shaposhnikovc

a M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
b Bielefeld University
c M. V. Lomonosov Moscow State University

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 equation $L^{*}\mu=0$ for Borel probability measures on $(0,1)\times\mathbf{R}^d$. The equation is understood as the equality
$$ \int_{(0,1)\timesR^d} Lu\,d\mu=0 $$
for all smooth functions $u$ with compact support in $(0,1)\timesR^d$. This equation is satisfied for the transition probabilities of the diffusion process associated with $L$. We show that under broad assumptions, $\mu$ has the form $\mu=\varrho(t,x)\,dt\,dx$, where the function $x\mapsto\varrho(t,x)$ is Sobolev, $|\nabla_x \varrho(x,t)|^2/\varrho(t,x)$ is Lebesgue integrable over $[0,\tau]\times\mathbf{R}^d$, and $\varrho\in L^p([0,\tau]\timesR^d)$ for all $p\in[1,+\infty)$ and $\tau<1$. Moreover, a sufficient condition for the uniform boundedness of $\varrho$ on $[0,\tau]\timesR^d$ is given.

Keywords: parabolic equations for measures, transition probabilities, regularity of solutions of parabolic equations, estimates of solutions of parabolic equations.

DOI: 10.4213/tvp124


 English version:
Theory of Probability and its Applications, 2006, 50:4, 561–581

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