Cauchy problem for nonautonomous Kolmogorov equations

DOI10.1080/07362999608809447MaRDI QIDQ4342425zbMATH OpenOpenAlexFDO

Authors 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)

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• scientific article; zbMATH DE number 1174336
• The existence and uniqueness of the solution for nonlinear Kolmogorov equations
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Cites work

• A fundamental solution of the parabolic equation on Hilbert space
• Gaussian measures in Banach spaces
• On a functional analysis approach to parabolic equations in infinite dimensions
• On operator-theoretical treatment of temporally homogeneous Markoff process
• 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

Cited in

(7)

• Hypercontractivity and asymptotic behavior in nonautonomous Kolmogorov equations
• Strong convergence of solutions to nonautonomous Kolmogorov equations
• On improvement of summability properties in nonautonomous Kolmogorov equations
• On the Cauchy Problem for a Nonlinear Kolmogorov Equation
• Dissipative stochastic equations in Hilbert space with time dependent coefficients
• Kolmogorov equation for solutions of Cauchy problems for a class of linear evolution equations
• Nonautonomous Kolmogorov parabolic equations with unbounded coefficients

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