Cauchy problem for nonautonomous Kolmogorov equations

DOI10.1080/07362999608809447zbMATH Open0881.60071OpenAlexW2046993598MaRDI QIDQ4342425FDOQ4342425

Paolo Guiotto

Publication date: 3 July 1997

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999608809447

zbMATH Keywords

stochastic partial differential equationsHamilton-Jacobi equationssemigroup theoryKolmogorov equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Cites Work

• Gaussian measures in Banach spaces
• On the differentiability and the representation of one-parameter semi-group of linear operators
• Potential theory on Hilbert space
• Über die analytischen Methoden in der Wahrscheinlichkeitsrechnung
• On operator-theoretical treatment of temporally homogeneous Markoff process
• On a functional analysis approach to parabolic equations in infinite dimensions
• A fundamental solution of the parabolic equation on Hilbert space

Cited In (4)

• Kolmogorov equation for solutions of Cauchy problems for a class of linear evolution equations
• On improvement of summability properties in nonautonomous Kolmogorov equations
• Nonautonomous Kolmogorov parabolic equations with unbounded coefficients
• Dissipative stochastic equations in Hilbert space with time dependent coefficients

   Recommendations

• Title not available (Why is that?) 👍 👎
• The existence and uniqueness of the solution for nonlinear Kolmogorov equations 👍 👎
• Nonautonomous Kolmogorov parabolic equations with unbounded coefficients 👍 👎
• On the Cauchy Problem for a Nonlinear Kolmogorov Equation 👍 👎

This page was built for publication: Cauchy problem for nonautonomous Kolmogorov equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4342425)