Wednesday, June 24, 2020 - 12:30 in ZOOM - Video Conference
Heat kernel and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift
A talk in the Bielefeld Stochastic Afternoon series by
Xicheng Zhang from Wuhan University, China
| Abstract: |
Please contact stochana@math.uni-bielefeld.de for Meeting-ID and Password.
We derive two sided heat kernel estimates for non degenerate operators in a H\"older continuous settings and pointwise controls on the derivatives up to order two. In particular, the drift terms we consider can be unbounded and the estimates reflect the transport of the initial condition by the unbounded drift through the regularizing flow. (This is a joint work with S. Menozzi and A. Pesce.)
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