Compactness and invariance properties of evolution operators associated with Kolmogorov operators with unbounded coefficients (Q2431212): Difference between revisions

The paper deals with non-autonomous elliptic operators \(\mathcal L\) on \(I \times {\mathbb R}^d\), where \(I\) is a right-half line (possibly \(I = {\mathbb R}\)). The coefficients are possibly unbounded and locally Hölder continuous. Moreover, \(\mathcal L\) is non-degenerate and contains a nontrivial potential term. Assuming the existence of a suitable Lyapunov function, the authors first prove that one can associate to \(\mathcal L\) an evolution operator \((G(t, s))\) acting on the space \(C_b(\mathbb R^d)\) of all real, bounded and continuous functions on \({\mathbb R}^d\). This evolution operator can be represented as an integral operator by a Green function \(g(t,s,x,y)\), i.e., \[ G(t,s)f(x) = \int_{\mathbb R^d} g(t,s,x,y) f(y)\,dy, \quad f \in C_b(\mathbb R^d). \] Then the authors study compactness properties of the operator \(G(t, s)\) in \(C_b(\mathbb R^d)\). Finally, sufficient conditions are given such that each operator \(G(t, s)\) preserves the usual \(L^p\)-spaces and the space \(C_0({\mathbb R}^d )\) of all continuous functions on \(\mathbb R^d\) vanishing at infinity.