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arXiv · 1906.00656

Krylov-Safonov estimates for a degenerate diffusion process

Fu Zhang·Kai Du
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Abstract

This paper proves a Krylov-Safonov estimate for a multidimensional diffusion process whose diffusion coefficients are degenerate on the boundary. As applications the existence and uniqueness of invariant probability measures for the process and Hoelder estimates for the associated partial differential equation are obtained.

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Fu Zhang, Kai Du. 2019-06-03. Krylov-Safonov estimates for a degenerate diffusion process. https://arxiv.org/abs/1906.00656

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