中文

Kolmogorov equations for measures

偏微分方程分析 2007-05-23 v1 概率论

摘要

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).

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引用

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

备注

25 pages