Cauchy problem for nonautonomous Kolmogorov equations
DOI10.1080/07362999608809447zbMATH Open0881.60071OpenAlexW2046993598MaRDI QIDQ4342425FDOQ4342425
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
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stochastic partial differential equationsHamilton-Jacobi equationssemigroup theoryKolmogorov equation
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 (5)
- Kolmogorov equation for solutions of Cauchy problems for a class of linear evolution equations
- On improvement of summability properties in nonautonomous Kolmogorov equations
- On the Cauchy Problem for a Nonlinear Kolmogorov Equation
- Nonautonomous Kolmogorov parabolic equations with unbounded coefficients
- Dissipative stochastic equations in Hilbert space with time dependent coefficients
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