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Consider a Fokker-Planck equation: $$ \partial_t m(t,x,v) + v \cdot \nabla_x m(t,x,v) + \nabla_v\cdot \big(b(t,x,v) m(t,x,v) \big) - \frac{1}{2} \Delta_v m(t,x,v) ~=~ 0, $$ with initial condition $m(0,\cdot,\cdot) = \mu_0$, where $\mu_0$ is a distribution with finite 2nd moment (but not necessarily a density with respect to the Lebesgue measure).

Under general condition on $b$, it is known that the Fokker-Planck equation has a unique weak solution (in the sense of distributions). I wonder under which condition on $b$ one can expect to have a $C^{1,1,2}$ solution on $(0, \infty) \times \mathbb{R}^n \times \mathbb{R}^n$?

Under the parabolic Hormander condition one can classically obtain $C^\infty$ regularity. However, I prefer not to assume that $b$ is smooth in $t$ (possibly discontinuous in time). Does anyone know of literature providing such regularity?

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  • $\begingroup$ I am interested in this problem too, did you make any progress? $\endgroup$
    – tituf
    Commented Jul 15, 2021 at 17:48

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