Optimal Weighted $L^2$ Hessian Estimates for Parabolic Equations under General Diffusion Marginals
We study weighted $L^2$ Hessian estimates for parabolic terminal equations under diffusion marginals. The reference diffusion determines the norm, and its generator may have different principal coefficients from the PDE. We characterize the limiting optimal Hessian constant uniformly over shrinking subintervals of a fi...