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arXiv · 1906.07604

On the fundamental solution of heat and stochastic heat equations

Marina Kleptsyna·Andrey Piatnitski·Alexandre Popier
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Abstract

We consider the generic divergence form second order parabolic equation with coefficients that are regular in the spatial variables and just measurable in time. We show that the spatial derivatives of its fundamental solution admit upper bounds that agree with the Aronson type estimate and only depend on the ellipticity constants of the equation and the L $\infty$ norm of the spatial derivatives of its coefficients. We also study the corresponding stochastic partial differential equations and prove that under natural assumptions on the noise the equation admits a mild solution, given by anticipating stochastic integration.

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Marina Kleptsyna, Andrey Piatnitski, Alexandre Popier. 2019-06-18. On the fundamental solution of heat and stochastic heat equations. https://arxiv.org/abs/1906.07604

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