Kolmogorov equations for measures
Analysis of PDEs
2007-05-23 v1 Probability
Abstract
We consider a semigroup of operators in the Banach space of uniformly continuous and bounded functions on a separable Hilbert space . In particular, we deal with semigroups that are related to solution of stochastic PDEs in and which are not, in general, strongly continuous. We prove an existence and uniqueness result for a measure valued equation involving this class of semigroups. Then we apply the result to a large class of second order differential operators in .
Cite
@article{arxiv.math/0703654,
title = {Kolmogorov equations for measures},
author = {Luigi Manca},
journal= {arXiv preprint arXiv:math/0703654},
year = {2007}
}
Comments
25 pages