Ornstein--Uhlenbeck operators with time periodic coefficients

DOI10.1007/s00028-007-0321-zzbMath1155.47044MaRDI QIDQ2481741

Alessandra Lunardi, Giuseppe Da Prato

Publication date: 15 April 2008

Published in: Journal of Evolution Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00028-007-0321-z

zbMATH Keywords

invariant measures; Markov semigroups; Ornstein-Uhlenbeck operator; time-periodic coefficients

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

35B40: Asymptotic behavior of solutions to PDEs

35B10: Periodic solutions to PDEs

47D07: Markov semigroups and applications to diffusion processes

35K15: Initial value problems for second-order parabolic equations

37L40: Invariant measures for infinite-dimensional dissipative dynamical systems