Let $(g_t)_{t>0}$ be the Gaussian heat kernel on $\mathbb R^d$, i.e., $$ g_t (x) := (4\pi t)^{-\frac{d}{2}} e^{-\frac{|x|^2}{4t}}, \quad t>0, x \in \mathbb R^d. $$

Let $f : \mathbb R^d \to \mathbb R$ belong to the Hölder space $C^{0, \alpha}_b (\mathbb R^d)$ for some $\alpha \in (0, 1)$. Let $[f]_\alpha$ be the best $\alpha$-Hölder constant of $f$, i.e., $$ [f]_\alpha := \sup_{x \neq y} \frac{|f(x) - f(y)|}{|x-y|^\alpha}. $$

We define $F : \mathbb R^d \to \mathbb R$ by $$ F(x) := \int_{\mathbb R^d} f(y) \partial_1 \partial_1 g_t (x-y) \, \mathrm d y, $$ where $\partial_1 := \frac{\partial}{\partial x_1}$ is the partial derivative.

Can we upper bound $[F]_\alpha$ in terms of $[f]_\alpha$?

Thank you so much for your elaboration!

Let $(g_t)_{t>0}$ be the Gaussian heat kernel on $\mathbb R^d$, i.e., $$ g_t (x) := (4\pi t)^{-\frac{d}{2}} e^{-\frac{|x|^2}{4t}}, \quad t>0, x \in \mathbb R^d. $$

Let $f : \mathbb R^d \to \mathbb R$ belong to the Hölder space $C^{0, \alpha}_b (\mathbb R^d)$ for some $\alpha \in (0, 1)$. Let $[f]_\alpha$ be the best $\alpha$-Hölder constant of $f$, i.e., $$ [f]_\alpha := \sup_{x \neq y} \frac{|f(x) - f(y)|}{|x-y|^\alpha}. $$

We define $F_t : \mathbb R^d \to \mathbb R$ by $$ F_t(x) := \int_{\mathbb R^d} f(y) \partial_1 \partial_1 g_t (x-y) \, \mathrm d y, $$ where $\partial_1 := \frac{\partial}{\partial x_1}$ is the partial derivative.

Is there an integrable function $c:(0, 1) \to \mathbb R$ such that $[F_t]_\alpha \le c(t) [f]_\alpha$ for all $t \in (0,1)$?

Thank you so much for your elaboration!

Let $(g_t)_{t>0}$ be the Gaussian heat kernel on $\mathbb R^d$, i.e., $$ g_t (x) := (4\pi t)^{-\frac{d}{2}} e^{-\frac{|x|^2}{4t}}, \quad t>0, x \in \mathbb R^d. $$

Let $f : \mathbb R^d \to \mathbb R$ belong to the Hölder space $C^{0, \alpha}_b (\mathbb R^d)$ for some $\alpha \in (0, 1)$. Let $[f]_\alpha$ be the best $\alpha$-Hölder constant of $f$, i.e., $$ [f]_\alpha := \sup_{x \neq y} \frac{|f(x) - f(y)|}{|x-y|}. $$

We define $F : \mathbb R^d \to \mathbb R$ by $$ F(x) := \int_{\mathbb R^d} f(y) \partial_1 \partial_1 g_t (x-y) \, \mathrm d y, $$ where $\partial_1$ is the partial derivative w.r.t. the first coordinate.

Can we upper bound $[F]_\alpha$ in terms of $[f]_\alpha$?

Thank you so much for your elaboration!

Let $(g_t)_{t>0}$ be the Gaussian heat kernel on $\mathbb R^d$, i.e., $$ g_t (x) := (4\pi t)^{-\frac{d}{2}} e^{-\frac{|x|^2}{4t}}, \quad t>0, x \in \mathbb R^d. $$

Let $f : \mathbb R^d \to \mathbb R$ belong to the Hölder space $C^{0, \alpha}_b (\mathbb R^d)$ for some $\alpha \in (0, 1)$. Let $[f]_\alpha$ be the best $\alpha$-Hölder constant of $f$, i.e., $$ [f]_\alpha := \sup_{x \neq y} \frac{|f(x) - f(y)|}{|x-y|^\alpha}. $$

We define $F : \mathbb R^d \to \mathbb R$ by $$ F(x) := \int_{\mathbb R^d} f(y) \partial_1 \partial_1 g_t (x-y) \, \mathrm d y, $$ where $\partial_1 := \frac{\partial}{\partial x_1}$ is the partial derivative.

Can we upper bound $[F]_\alpha$ in terms of $[f]_\alpha$?

Thank you so much for your elaboration!

Let $(g_t)_{t>0}$ be the Gaussian heat kernel on $\mathbb R^d$, i.e., $$ g_t (x) := (4\pi t)^{-\frac{d}{2}} e^{-\frac{|x|^2}{4t}}, \quad t>0, x \in \mathbb R^d. $$

Let $f : \mathbb R^d \to \mathbb R$ belong to the Hölder space $C^{0, \alpha}_b (\mathbb R^d)$ for some $\alpha \in (0, 1)$. Let $[f]_\alpha$ be the best $\alpha$-Hölder constant of $f$, i.e., $$ [f]_\alpha := \sup_{x \neq y} \frac{|f(x) - f(y)|}{|x-y|}. $$

We define $F : \mathbb R^d \to \mathbb R$ by $$ F(x) := \int_{\mathbb R^d} f(y) \partial_1 \partial_1 g_t (x-y) \, \mathrm d y, $$ where $\partial_1$ is the partial derivative w.r.t. the first coordinate.

Can we upper bound $[F]_\alpha$ in terms of $[f]_\alpha$?

Thank you so much for your elaboration!

Let $(g_t)_{t>0}$ be the Gaussian heat kernel on $\mathbb R^d$, i.e., $$ g_t (x) := (4\pi t)^{-\frac{d}{2}} e^{-\frac{|x|^2}{4t}}, \quad t>0, x \in \mathbb R^d. $$

Let $f : \mathbb R^d \to \mathbb R$ belong to the Hölder space $C^{0, \alpha}_b (\mathbb R^d)$ for some $\alpha \in (0, 1)$. Let $[f]_\alpha$ be the best $\alpha$-Hölder constant of $f$, i.e., $$ [f]_\alpha := \sup_{x \neq y} \frac{|f(x) - f(y)|}{|x-y|}. $$

We define $F : \mathbb R^d \to \mathbb R$ by $$ F(x) := \int_{\mathbb R^d} f(y) \partial_1 \partial_1 g_t (x-y) \, \mathrm d y, $$ where $\partial_1$ is the partial derivative w.r.t. the first coordinate.

Can we upper bound $[F]_\alpha$ in terms of $[f]_\alpha$?

Thank you so much for your elaboration!