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Teoriya Veroyatnostei i ee Primeneniya, 1964, Volume 9, Issue 2, Pages 378–382
(Mi tvp385)
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This article is cited in 5 scientific papers (total in 5 papers)
Short Communications
The Cauchy Problem for Quasilinear Parabolic Equations in the Degerate Case
Yu. N. Blagoveščenskiĭ Moscow
Abstract:
In this paper we consider the differential properties of the solution to the Cauchy problem for the quasilinear parabolic equation
begin{equation}
\qquad\frac{\partial v}{\partial t}=\frac12\sum_{i,j=1}^n c_{ij}(t,x,v)\frac{\partial^2v}{\partial x_i\partial x_i}+\sum_{i=1}^na_i(t,x,v)\frac{\partial v}{\partial x_i},
\tag{1}
\end{equation}
where $c_{ij}=\sum_{k=1}^nb_{ik}(t,x,v)b_{jk}(t,x,v)$. Let class $C_T^{m,\gamma}$ be a class of continuous functions, which has bounded space derivatives up to the $m$-th order, and its $m$-th derivative is Hölder continuous with Hölder constant $\gamma$. It is proved in this paper that if
$$
\{b(t,x,v),a(t,x,v),\psi (x)\}\in C_T^{m,\gamma},\qquad m\geqq 2,
$$
then $v\in C_{t_0}^{m,\gamma}$, where $t_0>0$ depends only on the constants of class $C_T^{m,\gamma}$. If $n=1$, $a(t,x,v)\equiv 0$, then the above assertion will follow for all $t\in [0,T]$ and $x\in(-\infty,\infty)$. It is noted that $b(t,x,v)$ may be any degenerate matrix. These assertions are proved by the method of diffusion processes.
Received: 17.04.1963
Citation:
Yu. N. Blagoveščenskiǐ, “The Cauchy Problem for Quasilinear Parabolic Equations in the Degerate Case”, Teor. Veroyatnost. i Primenen., 9:2 (1964), 378–382; Theory Probab. Appl., 9:2 (1964), 342–346
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