Nonautonomous Kolmogorov parabolic equations with unbounded coefficients

DOI10.1090/S0002-9947-09-04738-2MaRDI QIDQ3402197zbMATHFDO

Authors Luca Lorenzi, Alessandra Lunardi, Markus Kunze

Publication date 2 February 2010

Published in Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0804.1430

zbMATH Keywords

invariant measuresgradient estimatesevolution semigroups

Mathematics Subject Classification ID

A priori estimates in context of PDEs (35B45) Initial value problems for second-order parabolic equations (35K15) Invariant measures for infinite-dimensional dissipative dynamical systems (37L40)

Abstract: We study a class of elliptic operators $A$ with unbounded coefficients defined in $IimesC{R}^d$ for some unbounded interval $IsubsetCR$. We prove that, for any $sinI$, the Cauchy problem $u(s,cdot)=fin{C}_b(C{R}^d)$ for the parabolic equation $D_{t}u=Au$ admits a unique bounded classical solution $u$. This allows to associate an evolution family $G(t,s)$ with $A$, in a natural way. We study the main properties of this evolution family and prove gradient estimates for the function $G(t,s)f$. Under suitable assumptions, we show that there exists an evolution system of measures for $G(t,s)$ and we study the first properties of the extension of $G(t,s)$ to the $L^p$-spaces with respect to such measures.

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Cited in

(32)

• Compactness and invariance properties of evolution operators associated with Kolmogorov operators with unbounded coefficients
• Log-Sobolev inequalities and hypercontractivity for Ornstein-Uhlenbeck evolution operators in infinite dimension
• On the Dirichlet and Neumann evolution operators in \(\mathbb R_+^d\)
• Semilinear nonautonomous parabolic equations with unbounded coefficients in the linear part
• Long-time behaviour of degenerate diffusions: UFG-type SDEs and time-inhomogeneous hypoelliptic processes
• Bounded invertibility and separability of a parabolic type singular operator in the space \(L_2(R^2)\)
• Hypercontractivity and asymptotic behavior in nonautonomous Kolmogorov equations
• Asymptotic behavior in time periodic parabolic problems with unbounded coefficients
• Strong convergence of solutions to nonautonomous Kolmogorov equations
• On improvement of summability properties in nonautonomous Kolmogorov equations
• On coupled systems of Kolmogorov equations with applications to stochastic differential games
• Non autonomous parabolic problems with unbounded coefficients in unbounded domains
• Existence results for Isaacs equations with local conditions and related semilinear Cauchy problems
• Evolution systems of measures and semigroup properties on evolving manifolds
• Nonautonomous Ornstein-Uhlenbeck operators in weighted spaces of continuous functions
• Pointwise gradient estimates for evolution operators associated with Kolmogorov operators
• On coupled systems of PDEs with unbounded coefficients
• Kernel estimates for nonautonomous Kolmogorov equations
• Intrinsic Taylor formula for Kolmogorov-type homogeneous groups
• Sensitivity of life insurance reserves via Markov semigroups
• Feller evolution families and parabolic equations with form-bounded vector fields
• Cores for parabolic operators with unbounded coefficients
• Nonlocal Cauchy problem for nonautonomous fractional evolution equations
• Compactness and asymptotic behavior in nonautonomous linear parabolic equations with unbounded coefficients in \(\mathbb R^{d}\)
• Invariant measures for systems of Kolmogorov equations
• Optimal Hölder regularity for nonautonomous Kolmogorov equations
• \(L^{p}\)-estimates for parabolic systems with unbounded coefficients coupled at zero and first order
• On the estimates of the derivatives of solutions to nonautonomous Kolmogorov equations and their consequences
• Mean ergodic theorems for bi-continuous semigroups
• Hypercontractivity, supercontractivity, ultraboundedness and stability in semilinear problems
• \(L^p\)-regularity for parabolic operators with unbounded time-dependent coefficients
• Kernel estimates for nonautonomous Kolmogorov equations with potential term

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