The Kolmogorov equation with time-measurable coefficients
Using both probabilistic and classical analytic techniques, we investigate the parabolic Kolmogorov equation $$ L_t v +frac {partial v}{partial t}equiv frac 12 a^{ij}(t)v_{x^ix^j} +b^i(t) v_{x^i} -c(t) v+ f(t) +frac {partial v}{partial t}=0 $$ in $H_T:=(0,T) imes E_d$ and its solutions when the coef...
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| Format: | Article |
| Language: | English |
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Texas State University
2003-07-01
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| Series: | Electronic Journal of Differential Equations |
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| Online Access: | http://ejde.math.txstate.edu/Volumes/2003/77/abstr.html |