Abstract
There is a well-known method for proving smoothness of a probabilistic solution of an elliptic equation in space, based on studying the growth as t → ∞of the moments of the derivatives with respect to the initial data of a solution of an ItɄ stochastic equation. This article introduces the concept of quasiderivatives, which “work” in the places where derivatives work, and which enable one to essentially weaken the known conditions ensuring smoothness of a probabilistic solution of an elliptic equation.Bibliography: 12 titles.
Original language | English (US) |
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Pages (from-to) | 505-526 |
Number of pages | 22 |
Journal | Mathematics of the USSR - Sbornik |
Volume | 64 |
Issue number | 2 |
DOIs | |
State | Published - Feb 28 1989 |