Non-uniformly parabolic equations and applications to the random conductance model

We study local regularity properties of linear, non-uniformly parabolic finite-difference operators in divergence form related to the random conductance model on Z d . In particular, we provide an oscillation decay assuming only certain summability properties of the conductances and their inverse, t...

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Veröffentlicht in:Probability theory and related fields Jg. 182; H. 1-2; S. 353 - 397
Hauptverfasser: Bella, Peter, Schäffner, Mathias
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Berlin/Heidelberg Springer Berlin Heidelberg 01.02.2022
Springer Nature B.V
Schlagworte:
Divergence
Economics
Finance
Finite difference method
Finite differences
Inequality
Insurance
Management
Mathematical and Computational Biology
Mathematical and Computational Physics
Mathematics
Mathematics and Statistics
Operations Research/Decision Theory
Operators (mathematics)
Probability
Probability Theory and Stochastic Processes
Quantitative Finance
Random walk
Statistics for Business
Theorems
Theoretical
35B65
60K37
60F17
35K65
ISSN:0178-8051, 1432-2064
Online-Zugang:Volltext
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Beschreibung
Zusammenfassung:We study local regularity properties of linear, non-uniformly parabolic finite-difference operators in divergence form related to the random conductance model on Z d . In particular, we provide an oscillation decay assuming only certain summability properties of the conductances and their inverse, thus improving recent results in that direction. As an application, we provide a local limit theorem for the random walk in a random degenerate and unbounded environment.
Bibliographie:ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 14
ISSN:0178-8051
1432-2064
DOI:10.1007/s00440-021-01081-1