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Register a new userDensity and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift
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We consider non degenerate Brownian SDEs with H{o}lder continuous in space diffusion coefficient and unbounded drift with linear growth. We derive two sided bounds for the associated density and pointwise controls of its derivatives up to order two under some additional spatial H{o}lder continuity assumptions on the drift. Importantly, the estimates reflect the transport of the initial condition by the unbounded drift through an auxiliary, possibly regularized, flow.
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In this paper, we first prove that the existence of a solution of SDEs under the assumptions that the drift coefficient is of linear growth and path--dependent, and diffusion coefficient is bounded, uniformly elliptic and Holder continuous. We apply Gaussian upper bound for a probability density function of a solution of SDE without drift coefficient and local Novikov condition, in order to use Maruyama--Girsanov transformation. The aim of this paper is to prove the existence with explicit representations (under linear/super--linear growth condition), Gaussian two--sided bound and Holder continuity (under sub--linear growth condition) of a probability density function of a solution of SDEs with path--dependent drift coefficient. As an application of explicit representation, we provide the rate of convergence for an Euler--Maruyama (type) approximation, and an unbiased simulation scheme.
This paper is focused on the local interior $W^{1,infty}$-regularity for weak solutions of degenerate elliptic equations of the form $text{div}[mathbf{a}(x,u, abla u)] +b(x, u, abla u) =0$, which include those of $p$-Laplacian type. We derive an explicit estimate of the local $L^infty$-norm for the solutions gradient in terms of its local $L^p$-norm. Specifically, we prove begin{equation*} | abla u|_{L^infty(B_{frac{R}{2}}(x_0))}^p leq frac{C}{|B_R(x_0)|}int_{B_R(x_0)}| abla u(x)|^p dx. end{equation*} This estimate paves the way for our forthcoming work in establishing $W^{1,q}$-estimates (for $q>p$) for weak solutions to a much larger class of quasilinear elliptic equations.
For a general class of divergence type quasi-linear degenerate parabolic equations with differentiable structure and lower order coefficients form bounded with respect to the Laplacian we obtain $L^q$-estimates for the gradients of solutions, and for the lower order coefficients from a Kato-type class we show that the solutions are Lipschitz continuous with respect to the space variable.
We call pattern any non-constant stable solution of a semilinear elliptic equation with Neumann boundary conditions. A classical theorem of Casten, Holland [19] and Matano [49] states that stable patterns do not exist in convex domains. In this article, we show that the assumptions of convexity of the domain and stability of the pattern in this theorem can be relaxed in several directions. In particular, we propose a general criterion for the non-existence of patterns, dealing with possibly non-convex domains and unstable patterns. Our results unfold the interplay between the geometry of the domain, the magnitude of the nonlinearity, and the stability of patterns. We propose several applications, for example, we prove that (under a geometric assumption) there exist no patterns if the domain is shrunk or if the nonlinearity has a small magnitude. We also refine the result of Casten Holland and Matano and show that it is robust under smooth perturbations of the domain and the nonlinearity. In addition, we establish several gradient estimates for the patterns of (1). We prove a general nonlinear Cacciopoli inequality (or an inverse Poincar{e} inequality), stating that the L2-norm of the gradient of a solution is controlled by the L2-norm of f(u), with a constant that only depends on the domain. This inequality holds for non-homogeneous equations. We also give several flatness estimates. Our approach relies on the introduction of what we call the Robin-curvature Laplacian. This operator is intrinsic to the domain and contains much information on how the geometry of the domain affects the shape of the solutions. Finally, we extend our results to unbounded domains. It allows us to improve the results of our previous paper [53] and to extend some results on De Giorgis conjecture to a larger class of domains.
In this paper we prove the existence of strong solutions to a SDE with a generalized drift driven by a multidimensional fractional Brownian motion for small Hurst parameters H<1/2. Here the generalized drift is given as the local time of the unknown solution process, which can be considered an extension of the concept of a skew Brownian motion to the case of fractional Brownian motion. Our approach for the construction of strong solutions is new and relies on techniques from Malliavin calculus combined with a local time variational calculus argument.
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