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Let $u = (u_1, u_2, u_3): \mathbb{R}^n \rightarrow \mathbb{R}^n$ be a divergence-free analytic vector field for $n =3$ or $n =4$, i.e., $u_i : \mathbb{R}^n \rightarrow \mathbb{R}$ are analytic ...

Let assume $ X= \Omega \times (0,T) $ where $\Omega \subset \mathbb{R} $ is a bounded open set and $T>0$. Now define the operator $ \mathcal{A} : C^{‎\sigma‎, \sigma‎/2‎}(‎X‎) \to C^{‎\sigma‎, \...

Define the second order linear differential operator associated with $X$ (Here $X$ is the unique strong solution to appropriate Ito SDE) by $$A = \frac{1}{2} \sigma^2(x) \frac{d^2}{dx^2} + \mu(x) \...