Timeline for Dependency of fundamental solution on coefficients of heat equation
Current License: CC BY-SA 4.0
14 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Mar 3, 2022 at 18:40 | history | edited | GJC20 | CC BY-SA 4.0 |
added 14 characters in body
|
| Feb 8, 2022 at 20:55 | history | edited | GJC20 | CC BY-SA 4.0 |
edited body
|
| Feb 7, 2022 at 19:07 | history | edited | GJC20 | CC BY-SA 4.0 |
added 5 characters in body
|
| Feb 7, 2022 at 18:52 | comment | added | user420828 | @GJC20 I think you might refer to the book "The Malliavin Calculus and Related Topics", while the non constant term in front of $W$ makes your problem more complicated... | |
| Feb 7, 2022 at 18:49 | history | edited | GJC20 | CC BY-SA 4.0 |
deleted 39 characters in body
|
| Feb 7, 2022 at 17:03 | history | edited | GJC20 | CC BY-SA 4.0 |
added 206 characters in body
|
| Feb 6, 2022 at 13:23 | comment | added | GJC20 | @Philo18 Could you please specify a bit more? I know very few on Malliavin calculus | |
| Feb 6, 2022 at 12:19 | comment | added | user420828 | Have you tried the Malliavin calculus? | |
| Feb 6, 2022 at 8:54 | history | edited | GJC20 | CC BY-SA 4.0 |
added 456 characters in body
|
| Feb 4, 2022 at 7:20 | comment | added | GJC20 | @ScottArmstrong Thanks a lot for the hint which seems very appealing. I didn't think of that, but the differentiation w.r.t. $\alpha$ may yield the terms $\sigma\partial_{\alpha}\sigma\partial_{xx}g_{\alpha}$ and $\partial_{\alpha}b\partial_{x}g_{\alpha}$ which contain $\partial_{x}g_{\alpha}$ and \partial_{xx}g_{\alpha}. How could we handle these terms by putting them on the right side? I suppose I don't know a priori any estimate on them... Could you please detail your idea by writting down an answer? I do appreciate! | |
| Feb 4, 2022 at 2:40 | comment | added | Scott Armstrong | It looks to me like you could differentiate the equation in the variable alpha and get an equation for $\partial_\alpha g_\alpha$, with some terms that you can throw on the right side. It that looks to me like it should be relatively ok. Presumably you could get a bound in L^1 for this function, especially if you only want an estimate only up to a fixed finite time $T$. Did you try that? | |
| Feb 3, 2022 at 6:41 | history | edited | GJC20 | CC BY-SA 4.0 |
added 91 characters in body
|
| Feb 3, 2022 at 6:17 | history | edited | GJC20 | CC BY-SA 4.0 |
added 2 characters in body
|
| Feb 1, 2022 at 21:39 | history | asked | GJC20 | CC BY-SA 4.0 |