Kolmogorov equations for measures (Q932061): Difference between revisions
From MaRDI portal
Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1007/s00028-008-0335-1 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S00028-008-0335-1 / rank | |||
Normal rank | |||
Latest revision as of 08:41, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kolmogorov equations for measures |
scientific article |
Statements
Kolmogorov equations for measures (English)
0 references
8 July 2008
0 references
The author proves an existence and uniqueness result for a measure-valued equation involving a semigroup of operators in the Banach space \(C_b(H)\) of uniformly continuous and bounded functions on a separable Hilbert space \(H\). This result is applied to the Kolmogorov operator corresponding to a stochastic PDE in \(H\). The generator of the transition semigroup on a core is then characterized.
0 references
Kolmogorov operators
0 references
measure-valued equations
0 references
Markov semigroups
0 references
