Kolmogorov equations for measures (Q932061): Difference between revisions

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.