Special Session 74: 

Schauder estimates and strong uniqueness for degenerate Kolmogorov equation.

Igor Honore
Universite d`Evry
France
Co-Author(s):    Paul-Eric Chaudru de Raynal, St\`{e} phane Menozzi
Abstract:
We provide here some sharp Schauder estimates for degenerate partial differential equations of Kolmogorov type with non-linear first order term. Our method is based on parametrix techniques and provides, even in the non-degenerate framework, an alternative approach to Schauder estimates. As a consequence of our main estimates, we derive through suitable pointwise gradient bounds the well strong posedness of a chain of related degenerate stochastic differential equations.