Time-dependent diffusion operators on \(L^1\) (Q1773448)

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Time-dependent diffusion operators on \(L^1\)
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    Time-dependent diffusion operators on \(L^1\) (English)
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    29 April 2005
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    Let \(U\subseteq \mathbb R^d\) (\(d \geq 3\)) be an open set and \(T > 0\). The author considers a general elliptic operator with measurable, time-dependent coefficients: \[ L u := \sum _ {i, j = 1}^ {d} a_ {i j} (t, x) \partial _ {i j} u(t, x) + \sum _ {i = 1}^ {d} b_ {i} (t, x) \partial _ {i} u (t, x) \] (with \(u\in C_ {0}^ {\infty } \left ( (0, T)\times U\right )\)). Imposing some natural conditions on the coefficients, the author is able to prove that the parabolic operator \(L + \partial _ {t}\) has a maximal extension, which generates a sub-markovian \(C_ {0}\)-semigroup on \(L^ {1}\) (with respect to some \(\sigma \)-finite positive Borel measure). Finally, this semigroup is associated to a Markov process, which is in fact a diffusion. A regularity property for this diffusion, as well as a uniqueness result are also obtained. The construction of the associated diffusion is based on the theory of generalized Dirichlet forms, as developed by the author [The Theory of Generalized Dirichlet Forms and Its Applications in Analysis and Stochastics, Mem. Am. Math. Soc. 142 (678) (1999; Zbl 0868.31010)].
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