

























The goal of the paper is to show, under possibly weak assumptions, that the function given by the Feynman-Kac formula is a classical solution of the associated Kolmogorov equation. We also show that although this solution is unbounded it fulfills Schauder's estimates. The paper collects mostly known results on the regularity of solutions of linear parabolic equations of second order and the regularity of solutions of Ito stochastic differential equations. We aim to reproduce these and related results in a unified fashion.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。