Seminario del 2021

Giugno
28
2021
Alexandre Popier
On the fundamental solution of heat and stochastic heat equations
nel ciclo di seminari: SEMINARI DI PROBABILITÀ
probabilità
We consider the generic divergence form second order parabolic equation with coefficients that are regular in the spatial variables and just measurable in time. We show that the spatial derivatives of its fundamental solution admit upper bounds that agree with the Aronson type estimate and only depend on the ellipticity constants of the equation and the L∞ norm of the spatial derivatives of its coefficients. We also study the corresponding stochastic partial differential equations and prove that under natural assumptions on the noise the equation admits a mild solution, given by anticipating stochastic integration.
organizzato da: Andrea Pascucci

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