We prove boundedness and sharp pointwise upper bounds for (the densities of) invariant measures of Markov processes in the euclidean space associated with second-order elliptic differential operators with unbounded coefficients. Since such densities are local weak solutions of elliptic equations in divergence form (with unbounded coefficients), we prove the main results by adapting to our situation the classical De Giorgi regularity method.

Sharp upper bounds for the density of some invariant measures

FORNARO, SIMONA;
2009-01-01

Abstract

We prove boundedness and sharp pointwise upper bounds for (the densities of) invariant measures of Markov processes in the euclidean space associated with second-order elliptic differential operators with unbounded coefficients. Since such densities are local weak solutions of elliptic equations in divergence form (with unbounded coefficients), we prove the main results by adapting to our situation the classical De Giorgi regularity method.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11571/203697
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