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On parabolic equations for measures. (English) Zbl 1323.35058

Summary: A new existence result is established for weak parabolic equations for probability measures on \(\mathbb R^d\). A priori estimates for solutions of such equations are obtained.
This is a continuation of the authors’ paper [Proc. Lond. Math. Soc., III. Ser. 88, No. 3, 753–774 (2004; Zbl 1072.35076)] giving a considerably weaker sufficient condition for the existence of solutions.

MSC:

35K15 Initial value problems for second-order parabolic equations
35R06 PDEs with measure
47D07 Markov semigroups and applications to diffusion processes
60J35 Transition functions, generators and resolvents
60J60 Diffusion processes

Citations:

Zbl 1072.35076
Full Text: DOI

References:

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