BMO Martingales and Positive Solutions of Heat Equations

Details BMO Martingales and Positive Solutions of Heat Equations BMO Martingales and Positive Solutions of Heat Equations

2012-01-26

arxiv.org/abs/1201.5454v1

Mathematics

Probability

Scientific paper

In this paper, we establish two new estimates concerning positive solutions
of a linear parabolic equation. More precisely, we give explicit estimates of
the gradient of logarithm of a positive solution via the uniform bound of the
logarithm of the solution. Moreover, we give a generalized version of Li-Yau's
estimate. Our proof is based on the link between PDE and quadratic BSDE.

Affiliated with

Also associated with

No associations

Rating

BMO Martingales and Positive Solutions of Heat Equations does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with BMO Martingales and Positive Solutions of Heat Equations, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and BMO Martingales and Positive Solutions of Heat Equations will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-445157