Fundamental solution , parametrix method , unbounded coefficients
Abstract:
We consider one-dimensional linear parabolic differential equations with Hölder continuous, unbounded drifts. We first extend the classical parametrix method of E. Levi to prove existence of fundamental solutions. From this we derive existence and uniqueness of solutions for the corresponding Cauchy problem. Our results extend to equations in higher dimensions with additional unbounded potential.
Zusätzliche Informationen:
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