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Hölder continuity in time of heat semigroup for regular initial distribution
$
\newcommand{\bR}{\mathbb{R}}
\newcommand{\diff}{\mathop{}\!\mathrm{d}}
$
Let $(p_t)_{t>0}$ be the standard Gaussian heat kernel on $\bR^d$, i.e.,
$$
p_t (x) := \frac{1}{(4 \pi t)^{\frac{d}{2}}} \...
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Hölder continuity in time of heat semigroup
$
\newcommand{\bR}{\mathbb{R}}
\newcommand{\diff}{\mathop{}\!\mathrm{d}}
$
We fix $\alpha \in (0, 1)$ and $c>0$. Let $\ell : \bR^d \to \bR_+$ be a probability density function such that
$$
\|\ell\|...