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Weighted Hardy’s inequality and the Kolmogorov equation perturbed by an inverse-square potential. (English) Zbl 1255.35127

Summary: We give necessary and sufficient conditions for the existence of a weak solution of a Kolmogorov equation perturbed by an inverse-square potential. More precisely, using a weighted Hardy’s inequality with respect to an invariant measure \(\mu\), we show the existence of the semigroup solution of the parabolic problem corresponding to a generalized Ornstein-Uhlenbeck operator perturbed by an inverse-square potential in \(L^2(\mathbb{R}^2,\mu)\). In the case of the classical Ornstein-Uhlenbeck operator we obtain nonexistence of positive exponentially bounded solutions of the parabolic problem if the coefficient of the inverse-square function is too large.

MSC:

35K15 Initial value problems for second-order parabolic equations
47D08 Schrödinger and Feynman-Kac semigroups
35B25 Singular perturbations in context of PDEs
35D30 Weak solutions to PDEs
Full Text: DOI

References:

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