English

Kolmogorov equations for measures

Analysis of PDEs 2007-05-23 v1 Probability

Abstract

We consider a semigroup of operators in the Banach space Cb(H)C_b(H) of uniformly continuous and bounded functions on a separable Hilbert space HH. In particular, we deal with semigroups that are related to solution of stochastic PDEs in HH 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 Cb(H)C_b(H).

Keywords

Cite

@article{arxiv.math/0703654,
  title  = {Kolmogorov equations for measures},
  author = {Luigi Manca},
  journal= {arXiv preprint arXiv:math/0703654},
  year   = {2007}
}

Comments

25 pages