The Kolmogorov operator associated to a Burgers SPDE in spaces of continuous functions (Q845813)
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scientific article; zbMATH DE number 5664594
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| English | The Kolmogorov operator associated to a Burgers SPDE in spaces of continuous functions |
scientific article; zbMATH DE number 5664594 |
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The Kolmogorov operator associated to a Burgers SPDE in spaces of continuous functions (English)
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29 January 2010
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This paper is devoted to the study of a viscous Burgers equation forced by a perturbation of white noise type. The authors study the corresponding transition semigroup in a space of continuous functions weighted by a proper potential, and show that the infinitesimal generator is the closure (with respect to a suitable topology) of the Kolmogorov operator associated to the stochastic equation. In the last part of the paper this result is used to solve the corresponding Fokker-Planck equation.
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Burgers equation
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white noise
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Kolmogorov operator
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transition semigroup
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Fokker-Planck equation
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0.8728858232498169
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0.8242987394332886
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0.8226161003112793
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0.8159935474395752
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0.8144850730895996
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