• 제목/요약/키워드: $H{\ddot{o}}lder$ estimate

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AN EXISTENCE AND UNIQUENESS THEOREM OF STOCHASTIC DIFFERENTIAL EQUATIONS AND THE PROPERTIES OF THEIR SOLUTION

  • BAE, MUN-JIN;PARK, CHAN-HO;KIM, YOUNG-HO
    • Journal of applied mathematics & informatics
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    • 제37권5_6호
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    • pp.491-506
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    • 2019
  • In this paper, we show the existence and uniqueness of solution to stochastic differential equations under weakened $H{\ddot{o}}lder$ condition and a weakened linear growth condition. Furthermore, the properties of their solutions investigated and estimate for the error between Picard iterations $x_n(t)$ and the unique solution x(t) of SDEs.

NOTE ON LOCAL ESTIMATES FOR WEAK SOLUTION OF BOUNDARY VALUE PROBLEM FOR SECOND ORDER PARABOLIC EQUATION

  • Choi, Jongkeun
    • 대한수학회보
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    • 제53권4호
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    • pp.1123-1148
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    • 2016
  • The aim of this note is to provide detailed proofs for local estimates near the boundary for weak solutions of second order parabolic equations in divergence form with time-dependent measurable coefficients subject to Neumann boundary condition. The corresponding parabolic equations with Dirichlet boundary condition are also considered.

THE BOUNDARY HARNACK PRINCIPLE IN HÖLDER DOMAINS WITH A STRONG REGULARITY

  • Kim, Hyejin
    • 대한수학회보
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    • 제53권6호
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    • pp.1741-1751
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    • 2016
  • We prove the boundary Harnack principle and the Carleson type estimate for ratios of solutions u/v of non-divergence second order elliptic equations $Lu=a_{ij}D_{ij}+b_iD_iu=0$ in a bounded domain ${\Omega}{\subset}R_n$. We assume that $b_i{\in}L^n({\Omega})$ and ${\Omega}$ is a $H{\ddot{o}}lder$ domain of order ${\alpha}{\in}$ (0, 1) satisfying a strong regularity condition.