A survey on the classical theory for Kolmogorov equation

By Francesca Anceschi, Sergio Polidoro. 2019

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We present a survey on the regularity theory for classic solutions to subelliptic degenerate Kolmogorov equations. In the last part of this note we present a detailed proof of a Harnack inequality and a strong maximum principle.

Subfields: Applied Mathematics, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/93d04c0c53a6f671cedc38c22217f3bcac1fe0bb