Ornstein--Uhlenbeck operators with time periodic coefficients
Periodic solutions to PDEs (35B10) Asymptotic behavior of solutions to PDEs (35B40) Initial value problems for second-order parabolic equations (35K15) Invariant measures for infinite-dimensional dissipative dynamical systems (37L40) Markov semigroups and applications to diffusion processes (47D07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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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- A non-autonomous model problem for the Oseen-Navier-Stokes flow with rotating effects
- Second quantization and evolution operators in infinite dimension
- \(L^p\)-regularity for parabolic operators with unbounded time-dependent coefficients
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