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Mar 2, 2020 at 22:12 comment added 5th decile I may again misunderstand his purposes (or just be mistaken). But I see no other occurrence in the subsequent discussion where facts about the dependence on $(t,x)$ seem to matter.
Mar 2, 2020 at 22:10 comment added 5th decile I see, but why is the continuity of that dependence on $(t,x)$ and its uniform convergence on compact $x$-regions relevant in the immediate sequel of the discussion? I.e. he writes " Moreover, because, uniformly on compacts, $\langle L_y\phi, \Gamma(\{\tau\}_n,y) \rangle \to L\phi$". I don't see why you have to bother about the $x$-dependence to establish that fact (rather the increasing concentration of $\Gamma(\{\tau\}_n,y)$ seems what matters).
Mar 2, 2020 at 21:48 comment added Martin Hairer I don't think that he ever claims that the $P(t,x)$ have a continuous density, but that the continuity he's referring to is the continuity $(t,x) \mapsto P(t,x)$ from $\mathbb{R}^{N+1}$ into the space of probability measures (with the topology of weak convergence).
Mar 2, 2020 at 19:14 history edited 5th decile CC BY-SA 4.0
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Mar 2, 2020 at 18:50 history asked 5th decile CC BY-SA 4.0