Regularity results for Kolmogorov equations in L 2 (H, μ) spaces and applications

DOI10.1007/BF02487245MaRDI QIDQ4380939zbMATH OpenOpenAlexFDO

Authors Guiseppe Da Prato

Publication date 17 March 1998

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02487245

zbMATH Keywords

Kolmogorov equationOrnstein-Uhlenbeck process in Hilbert space

Mathematics Subject Classification ID

Semigroups of nonlinear operators (47H20) Transition functions, generators and resolvents (60J35) Groups and semigroups of linear operators (47D03) Random operators and equations (aspects of stochastic analysis) (60H25)

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Cited in

(12)

• New regularity of Kolmogorov equation and application on approximation of semi-linear SPDEs with Hölder continuous drifts
• Spatial regularity for a class of degenerate Kolmogorov equations
• Regularity properties for solutions of infinite dimensional Kolmogorov equations in Hilbert spaces
• Loss of regularity for Kolmogorov equations
• Maximal \(L^p\) regularity for elliptic equations with unbounded coefficients
• Maximal regularity for Kolmogorov operators in \(L^{2}\) spaces with respect to invariant measures
• Regularity of solutions to Kolmogorov equations with perturbed drifts
• Invariant measures and maximal L ² regularity for nonautonomous Ornstein-Uhlenbeck equations
• On perturbations of symmetric gaussian diffusions
• Bi-Kolmogorov type operators And weighted Rellich's inequalities
• On the 80th birthday of Academician Yu. A. Mitropol’skii
• Domains of elliptic operators on sets in Wiener space

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