Heat kernel and gradient estimates for kinetic SDEs with low regularity coefficients

P. E. Chaudru de Raynal; S. Menozzi; A. Pesce; X. Zhang

doi:10.1016/j.bulsci.2023.103229

Heat kernel and gradient estimates for kinetic SDEs with low regularity coefficients

P. E. Chaudru de Raynal, S. Menozzi^*, A. Pesce, X. Zhang

^*Corresponding author for this work

School of Mathematics and Statistics

Research output: Contribution to journal › Article › peer-review

Abstract

We establish heat kernel and gradient estimates for the density of kinetic degenerate Kolmogorov stochastic differential equations. Our results are established under somehow minimal assumptions that guarantee the SDE is weakly well posed.

Original language	English
Article number	103229
Journal	Bulletin des Sciences Mathematiques
Volume	183
DOIs	https://doi.org/10.1016/j.bulsci.2023.103229
Publication status	Published - Mar 2023

Keywords

Degenerate Kolmogorov equations
Heat kernel and gradient estimates
Kinetic dynamics
Parametrix

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10.1016/j.bulsci.2023.103229

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@article{1f47ddd111904138ac7e5d8b0b73e487,

title = "Heat kernel and gradient estimates for kinetic SDEs with low regularity coefficients",

abstract = "We establish heat kernel and gradient estimates for the density of kinetic degenerate Kolmogorov stochastic differential equations. Our results are established under somehow minimal assumptions that guarantee the SDE is weakly well posed.",

keywords = "Degenerate Kolmogorov equations, Heat kernel and gradient estimates, Kinetic dynamics, Parametrix",

author = "{Chaudru de Raynal}, {P. E.} and S. Menozzi and A. Pesce and X. Zhang",

note = "Publisher Copyright: {\textcopyright} 2023 Elsevier Masson SAS",

year = "2023",

month = mar,

doi = "10.1016/j.bulsci.2023.103229",

language = "English",

volume = "183",

journal = "Bulletin des Sciences Mathematiques",

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publisher = "Elsevier Masson s.r.l.",

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T1 - Heat kernel and gradient estimates for kinetic SDEs with low regularity coefficients

AU - Chaudru de Raynal, P. E.

AU - Menozzi, S.

AU - Pesce, A.

AU - Zhang, X.

PY - 2023/3

Y1 - 2023/3

N2 - We establish heat kernel and gradient estimates for the density of kinetic degenerate Kolmogorov stochastic differential equations. Our results are established under somehow minimal assumptions that guarantee the SDE is weakly well posed.

AB - We establish heat kernel and gradient estimates for the density of kinetic degenerate Kolmogorov stochastic differential equations. Our results are established under somehow minimal assumptions that guarantee the SDE is weakly well posed.

KW - Degenerate Kolmogorov equations

KW - Heat kernel and gradient estimates

KW - Kinetic dynamics

KW - Parametrix

UR - http://www.scopus.com/inward/record.url?scp=85148647821&partnerID=8YFLogxK

U2 - 10.1016/j.bulsci.2023.103229

DO - 10.1016/j.bulsci.2023.103229

M3 - Article

AN - SCOPUS:85148647821

SN - 0007-4497

VL - 183

JO - Bulletin des Sciences Mathematiques

JF - Bulletin des Sciences Mathematiques

M1 - 103229

ER -

Heat kernel and gradient estimates for kinetic SDEs with low regularity coefficients

Abstract

Keywords

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