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arXiv · 2107.02502

Cauchy-Dirichlet problems for a class of hypoelliptic equation in $\R^d$: q new probabilistic representation formula for the gradient of the solutions

Giuseppe Da Prato·Luciano Tubaro
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Abstract

We prove the existence and a new representation formula for the gradient of the semigroup associated to an Ornstein-Uhlenbeck in a bounded convex domain in d dimensions.

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Giuseppe Da Prato, Luciano Tubaro. 2021-07-06. Cauchy-Dirichlet problems for a class of hypoelliptic equation in $\R^d$: q new probabilistic representation formula for the gradient of the solutions. https://arxiv.org/abs/2107.02502

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