We consider Kolmogorov-Fokker-Planck equations with unbounded drift terms which are only measurable in time and locally Hölder continuous in space. In particular, we extend the parametrix method to this setting and we prove existence and uniqueness of measure solutions to the associated Cauchy problem, as well as the equivalence with the corresponding stochastic formulation.
Well-posedness of Kolmogorov-Fokker-Planck equations with unbounded drift
Francesco Solombrino
2025-01-01
Abstract
We consider Kolmogorov-Fokker-Planck equations with unbounded drift terms which are only measurable in time and locally Hölder continuous in space. In particular, we extend the parametrix method to this setting and we prove existence and uniqueness of measure solutions to the associated Cauchy problem, as well as the equivalence with the corresponding stochastic formulation.File in questo prodotto:
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