This article is cited in 32 papers

Global properties of transition pProbabilities of singular diffusions

G. Metafune^a, D. Pallara^a, A. Rhandi<sup>b

a</sup> Lecce University
^b University of Salerno

Abstract: We prove global Sobolev regularity and pointwise upper bounds for transition densities associated with second order differential operators in $R^N$ with unbounded drift. As an application, we obtain sufficient conditions implying the differentiability of the associated transition semigroup on the space of bounded and continuous functions on $R^N$.

Keywords: transition semigroups, transition probabilities, parabolic regularity.

Received: 28.03.2008

Language: English

DOI: 10.4213/tvp2549

 English version: Theory of Probability and its Applications, 2010, 54:1, 68–96

Bibliographic databases:

• 
• 
• 
•