Kolmogorov equations for measures (Q932061): Difference between revisions
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Revision as of 18:03, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kolmogorov equations for measures |
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Kolmogorov equations for measures (English)
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8 July 2008
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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.
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Kolmogorov operators
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measure-valued equations
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Markov semigroups
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