Ornstein--Uhlenbeck operators with time periodic coefficients (Q2481741): Difference between revisions
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| English | Ornstein--Uhlenbeck operators with time periodic coefficients |
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Ornstein--Uhlenbeck operators with time periodic coefficients (English)
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15 April 2008
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This paper deals with non-autonomous Kolmogorov equations with Ornstein--Uhlenbeck operators with time periodic coefficients. The main goal of the paper is to study the asymptotic behavior of strict solutions of the Kolmogorov equation. The authors also prove existence and uniqueness of a \(T\)-periodic evolution system of measures for such systems.
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Ornstein-Uhlenbeck operator
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Markov semigroups
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invariant measures
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time-periodic coefficients
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