English

Smoothing effects and maximal H\"older regularity for non-autonomous Kolmogorov equations in infinite dimension

Probability 2021-11-11 v1 Analysis of PDEs

Abstract

We prove smoothing properties and optimal Schauder type estimates for a class of nonautonomous evolution equations driven by time dependent Ornstein-Uhlenbeck operators in a separable Hilbert space. They arise as Kolmogorov equations of linear nonautonomous stochastic differential equations with Gaussian noise.

Keywords

Cite

@article{arxiv.2111.05421,
  title  = {Smoothing effects and maximal H\"older regularity for non-autonomous Kolmogorov equations in infinite dimension},
  author = {Sandra Cerrai and Alessandra Lunardi},
  journal= {arXiv preprint arXiv:2111.05421},
  year   = {2021}
}