Kolmogorov equations in infinite dimensions: well-posedness and regularity of solutions, with applications to stochastic generalized Burgers equations

DOI10.1214/009117905000000666zbMath1106.35127arXivmath/0511708OpenAlexW2059675890MaRDI QIDQ2496962

Zeev Sobol, Michael Roeckner

Publication date: 26 July 2006

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0511708

zbMATH Keywords

Lyapunov functiondiffusion processFeller semigroupKolmogorov equationstochastic Burgers equationinfinite-dimensional background spaceweighted space of continuous functions

Mathematics Subject Classification ID

KdV equations (Korteweg-de Vries equations) (35Q53) One-parameter semigroups and linear evolution equations (47D06) Degenerate elliptic equations (35J70) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Transition functions, generators and resolvents (60J35) Schrödinger and Feynman-Kac semigroups (47D08) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15)

Related Items (20)

Invariant measures for stochastic nonlinear beam and wave equations ⋮ The Kolmogorov operator associated to a Burgers SPDE in spaces of continuous functions ⋮ A new approach to Kolmogorov equations in infinite dimensions and applications to the stochastic 2D Navier-Stokes equation ⋮ \(L_p\)-regularity theory for semilinear stochastic partial differential equations with multiplicative white noise ⋮ A regularity theory for stochastic generalized Burgers' equation driven by a multiplicative space-time white noise ⋮ Smooth solutions of non-linear stochastic partial differential equations driven by multiplicative noises ⋮ Hydrodynamic models ⋮ From resolvents to càdlàg processes through compact excessive functions and applications to singular SDE on Hilbert spaces ⋮ FUNCTIONAL ANALYTIC (IR-)REGULARITY PROPERTIES OF SABR-TYPE PROCESSES ⋮ Cubature methods for stochastic (partial) differential equations in weighted spaces ⋮ Regularity properties for solutions of infinite dimensional Kolmogorov equations in Hilbert spaces ⋮ High order splitting schemes with complex timesteps and their application in mathematical finance ⋮ Kolmogorov equations for randomly perturbed generalized Newtonian fluids ⋮ Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient ⋮ Measuring sample quality with diffusions ⋮ An optimal regularity result for Kolmogorov equations and weak uniqueness for some critical SPDEs ⋮ Fokker–Planck Equation for Kolmogorov Operators with Unbounded Coefficients ⋮ Kolmogorov Equations Associated to the Stochastic Two Dimensional Euler Equations ⋮ Loss of regularity for Kolmogorov equations ⋮ On the relation between the Girsanov transform and the Kolmogorov equations for SPDEs

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