We prove Lp -parabolic a-priori estimates for solutions to purely second order parabolic PDEs on on R^d+1 when the coefficients cij are time dependent locally bounded functions on R. We slightly generalize the usual parabolicity assumption and show that still Lp -estimates hold for the second spatial derivatives of u. We also investigate the dependence of the constant appearing in such estimates from the parabolicity constant. The proof requires the use of the stochastic integral when p is different from 2. Finally we extend our estimates to parabolic equations involving non-degenerate Ornstein- Uhlenbeck type operators.

$L^p$-parabolic regularity and non-degenerate Ornstein-Uhlenbeck type operators

PRIOLA, Enrico
2015-01-01

Abstract

We prove Lp -parabolic a-priori estimates for solutions to purely second order parabolic PDEs on on R^d+1 when the coefficients cij are time dependent locally bounded functions on R. We slightly generalize the usual parabolicity assumption and show that still Lp -estimates hold for the second spatial derivatives of u. We also investigate the dependence of the constant appearing in such estimates from the parabolicity constant. The proof requires the use of the stochastic integral when p is different from 2. Finally we extend our estimates to parabolic equations involving non-degenerate Ornstein- Uhlenbeck type operators.
2015
978-3-319-02665-7
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11571/1251166
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