Parabolic differential equations with Hölder continuous and unbounded coefficients

Deck, Thomas ; Kruse, Susanne

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URN: urn:nbn:de:bsz:180-madoc-16013
Document Type: Working paper
Year of publication: 2000
The title of a journal, publication series: None
Publication language: English
Institution: School of Business Informatics and Mathematics > Sonstige - Fakultät für Wirtschaftsinformatik und Wirtschaftsmathematik
MADOC publication series: Veröffentlichungen der Fakultät für Mathematik und Informatik > Institut für Mathematik > Mannheimer Manuskripte
Subject: 510 Mathematics
Classification: MSC: 35A08 35A17 35K15 ,
Subject headings (SWD): Lineares Gleichungssystem , Hölder-Ungleichung
Keywords (English): 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.
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Das Dokument wird vom Publikationsserver der Universitätsbibliothek Mannheim bereitgestellt.

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