论文标题

在扩散过程中,漂移以$ l_ {d} $

On diffusion processes with drift in $L_{d}$

论文作者

Krylov, N. V.

论文摘要

我们调查了马尔可夫准延伸过程的属性,与椭圆运算符相对应的$ l = a^{ij} d_ {ij}+b^{i} d_ {i} $,在$ \ mathbb {r^}^{d} $上作用于函数,并带有可测量的系数,并限制了$ b的$ b. l_ {d}(\ Mathbb {r}^{d})$。我们表明,他们每个人都是强大的马尔可夫,具有强大的砍伐过渡半群$ t_ {t} $,这也是$ l_ {d_ {0}}中的连续有限的半群,(\ Mathbb {r Mathbb {r}^{d})$,对于某些$ d_ {0} \ in(d/d/d/d/d/d/d)$。我们表明$ t_ {t} $,$ t> 0 $,具有一个内核$ p_ {t}(x,y)$,在$ y $中可以汇总到$ d_ {0}/(d_ {0} -1)$的功率。这导致抛物线Aleksandrov估计具有总和的功率$ d_ {0} $,而不是通常的$ d+1 $。对于与此类过程相关的概率解决方案,与边界条件$ u = g $相关的问题$ lu = f $与边界条件$ u = g $,其中$ f \ in l_ {d_ {d_ {0}}(d)}(d)$ g $ in Bounde contuction thit It thit It the hould conter,此问题的抛物线版也得到了处理。我们还证明了Harnack对与此类过程相关的谐波和热量功能的不平等。最后,我们表明概率解决方案是$ l_ {d_ {0}} $ - 粘度解决方案。

We investigate properties of Markov quasi-diffusion processes corresponding to elliptic operators $L=a^{ij}D_{ij}+b^{i}D_{i}$, acting on functions on $\mathbb{R}^{d}$, with measurable coefficients, bounded and uniformly elliptic $a$ and $b\in L_{d}(\mathbb{R}^{d})$. We show that each of them is strong Markov with strong Feller transition semigroup $T_{t}$, which is also a continuous bounded semigroup in $L_{d_{0}}(\mathbb{R}^{d})$ for some $d_{0}\in (d/2, d)$. We show that $T_{t}$, $t>0$, has a kernel $p_{t}(x,y)$ which is summable in $y$ to the power of $d_{0}/(d_{0}-1)$. This leads to the parabolic Aleksandrov estimate with power of summability $d_{0}$ instead of the usual $d+1$. For the probabilistic solutions, associated with such a process, of the problem $Lu=f$ in a bounded domain $D\subset\mathbb{R}^{d}$ with boundary condition $u=g$, where $f\in L_{d_{0}}(D)$ and $g$ is bounded, we show that it is Hölder continuous. Parabolic version of this problem is treated as well. We also prove Harnack's inequality for harmonic and caloric functions associated with such a process. Finally, we show that the probabilistic solutions are $L_{d_{0}}$-viscosity solutions.

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