Marco Di Francesco and Andrea Pascucci
نویسندگان
چکیده
where z = (x, t) ∈ RN×R and 1 ≤ p0 ≤ N. By convenience, hereafter the term “Kolmogorov equation” will be shortened to KE. We assume the following hypotheses: (H.1) the matrix A0 = (aij)i,j=1,...,p0 is symmetric and uniformly positive definite in R p0 : there exists a positive constant μ such that |η| μ ≤ p0 ∑ i,j=1 aij(z)ηiηj ≤ μ|η|, ∀η ∈ R0 , z ∈ R; (1.2) (H.2) the matrix B ≡ (bij) has constant real entries and takes the following block
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