Estimates for fundamental solutions of parabolic equations in non-divergence form

Hongjie Dong, Seick Kim, Sungjin Lee

Published 2022-01-11, updated 2022-09-03Version 2

We construct the fundamental solution of second order parabolic equations in non-divergence form under the assumption that the coefficients are of Dini mean oscillation in the spatial variables. We also prove that the fundamental solution satisfies a sub-Gaussian estimate. In the case when the coefficients are Dini continuous in the spatial variables and measurable in the time variable, we establish the Gaussian bounds for the fundamental solutions. We present a method that works equally for second order parabolic systems in non-divergence form.