Global $L^p$ estimate for some kind of Kolmogorov-Fokker-Planck Equations in nondivergence form
Liyuan Suo

TL;DR
This paper establishes global $L^p$ estimates for a class of Kolmogorov-Fokker-Planck equations with nondivergence form and variable coefficients, extending previous work to multiple scalings and proving a Poincare inequality.
Contribution
It introduces new global $L^p$ estimates for Kolmogorov-Fokker-Planck equations with four scalings and measurable coefficients, expanding prior results to more general settings.
Findings
Established global $L^p$ estimates for derivatives of solutions.
Extended previous work to four different scalings.
Proved a Poincare inequality for homogeneous equations.
Abstract
In this paper, we mainly investigate a class of Kolmogorov-Fokker-Planck operator with 4 different scalings in nondivergence form. And we assume the coefficients are only measurable in and satisfy the vanishing mean oscillation in space variables. We establish a global priori estimates of , and in space which extend the work of Dong and Yastrzhembskiy \cite{ref49} where they focus on the 3 different scalings KFP operator. Moreover we establish a kind of Poincare inequality for homogeneous equations.
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Taxonomy
TopicsStochastic processes and financial applications · Stochastic processes and statistical mechanics · Gas Dynamics and Kinetic Theory
