We study a new class of Markov type semigroups (not strongly continuous in general) in the space of all real, uniformly continuous and bounded functions on a separable metric space E. Our results allow us to characterize the generators of Markov transition semigroups in infinite dimensions such as the heat and the Ornstein-Uhlenbeck semigroups.
We consider a class of possibly degenerate second order elliptic operators on ℝⁿ. This class includes hypoelliptic Ornstein-Uhlenbeck type operators having an additional first order term with unbounded coefficients. We establish global Schauder estimates in Hölder spaces both for elliptic equations and for parabolic Cauchy problems involving . The Hölder spaces in question are defined with respect to a possibly non-Euclidean metric related to the operator . Schauder estimates are deduced by sharp...
We consider non-degenerate SDEs with a β-Hölder continuous and bounded drift term and driven by a Lévy noise L which is of α-stable type. If β > 1 - α/2 and α ∈ [1,2), we show pathwise uniqueness and existence of a stochastic flow. We follow the approach of [Priola, Osaka J. Math. 2012] improving the assumptions on the noise L. In our previous paper L was assumed to be non-degenerate, α-stable and symmetric. Here we can also recover relativistic and truncated stable processes and some classes...
We consider a homogeneous elliptic Dirichlet problem involving an Ornstein-Uhlenbeck operator in a half space of . We show that for a particular initial datum, which is Lipschitz continuous and bounded on , the second derivative of the classical solution is not uniformly continuous on . In particular this implies that the well known maximal Hölder-regularity results fail in general for Dirichlet problems in unbounded domains involving unbounded coefficients.
In questo articolo si ottengono stime di Schauder di tipo nuovo per equazioni ellittiche infinito-dimensionali del secondo ordine con coefficienti Hölderiani a valori nello spazio degli operatori Hilbert-Schmidt. In particolare si mostra che la derivata seconda delle soluzioni è Hilbert-Schmidt.
Page 1