Invariant measures for systems of Kolmogorov equations
Analysis of PDEs
2017-12-05 v1
Abstract
In this paper we provide sufficient conditions which guarantee the existence of a system of invariant measures for semigroups associated to systems of parabolic differential equations with unbounded coefficients. We prove that these measures are absolutely continuous with respect to the Lebesgue measure and study some of their main properties. Finally, we show that they characterize the asymptotic behaviour of the semigroup at infinity.
Keywords
Cite
@article{arxiv.1712.00627,
title = {Invariant measures for systems of Kolmogorov equations},
author = {Davide Addona and Luciana Angiuli and Luca Lorenzi},
journal= {arXiv preprint arXiv:1712.00627},
year = {2017}
}