Fundamental Solution for Cauchy Initial Value Problem for Parabolic PDEs with Discontinuous Unbounded First-Order Coefficient at the Origin. Extension of the Classical Parametrix Method
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics
Link
https://link.springer.com/content/pdf/10.1007/s10440-020-00339-5.pdf
Reference40 articles.
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3. Chaudru de Raynal, P-E., Menozzi, S., Priola, E.: Schauder estimates for drifted fractional operators in the supercritical case. J. Funct. Anal. 278(8), 108425 (2020). https://doi.org/10.1016/j.jfa.2019.108425
4. Corielli, F., Foschi, P., Pascucci, A.: Parametrix approximation of diffusion transition densities. SIAM J. Financ. Math. 1(1), 833–867 (2010)
5. Deck, T., Kruse, S.: Parabolic differential equations with unbounded coefficients – a generalization of the parametrix method. Acta Appl. Math. 74(1), 71–91 (2002)
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