An \(\infty\)-dimensional inhomogeneous Langevin's equation (Q1067304)

Let \(\Phi\) be a weighted Schwartz's space of rapidly decreasing functions, \(\Phi\) ' the dual space, W(t) a \(\Phi\) '-valued Brownian motion, L(t) a perturbed diffusion operator from \(\Phi\) into itself and \(L^*(t)\) the adjoint of L(t). The aim of this paper is to construct a unique solution of a Langevin's equation: \(dX(t)=dW(t)+L^*(t)X(t)dt\) and as an application to prove a central limit theorem for the McKean diffusions.