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Poisson process and sharp constants in \(L^p\) and Schauder estimates for a class of degenerate Kolmogorov operators. (English) Zbl 1498.35121

Summary: We consider a possibly degenerate Kolmogorov Ornstein-Uhlenbeck operator of the form \(L=\mathrm{Tr}(BD^2)+\langle Az,D \rangle \), where \(A, B\) are \(N \times N\) matrices, \(z \in \mathbb{R}^N\), \( N\ge 1 \), which satisfy the Kalman condition which is equivalent to the hypoellipticity condition. We prove the following stability result: the Schauder and Sobolev estimates associated with the corresponding parabolic Cauchy problem remain valid, with the same constant, for the parabolic Cauchy problem associated with a second order perturbation of \(L\), namely for \(L+\mathrm{Tr}(S(t) D^2)\) where \(S(t)\) is a non-negative definite \(N \times N\) matrix depending continuously on \(t \in [0,T]\). Our approach relies on the perturbative technique based on the Poisson process introduced in [N. V. Krylov and E. Priola, Arch. Ration. Mech. Anal. 225, No. 3, 1089–1126 (2017; Zbl 1375.35551)].

MSC:

35B45 A priori estimates in context of PDEs
35H10 Hypoelliptic equations
35K15 Initial value problems for second-order parabolic equations
35K65 Degenerate parabolic equations
35K70 Ultraparabolic equations, pseudoparabolic equations, etc.
60J76 Jump processes on general state spaces

Citations:

Zbl 1375.35551

References:

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[29] Warszawa, Poland E-mail: lmarino@impan.pl
[30] E. Priola Dipartimento di Matematica Università di Pavia Via Adolfo Ferrata 5
[31] Pavia, Italy E-mail: enrico.priola@unipv.it S. Menozzi Laboratoire de Modélisation Mathématique d’Evry (LaMME), UMR CNRS 8071
[32] Moscow, Russian Federation E-mail: stephane.menozzi@univ-evry.fr
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