A semigroup approach to Kolmogoroff equations in Hilbert spaces (Q1174933)
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English | A semigroup approach to Kolmogoroff equations in Hilbert spaces |
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A semigroup approach to Kolmogoroff equations in Hilbert spaces (English)
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25 June 1992
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The authors study the initial value problem \[ u_ t(t,x)={1\over 2}Tr(Qu_{xx}(t,x))+\langle Bx,u_ x(t,x)\rangle\quad\text{ in } ]0,\infty[\times X;\quad u(0,x)=\varphi(x),\quad \varphi\in C_ b(X). \] Unlike previous authors \(X\) here is an infinite dimensional space and a semigroup approach is being followed which only uses functional analysis and partial differential equations arguments rather than the probabilistic approach used by most authors.
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existence of regular solutions
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