scientific article; zbMATH DE number 1174336

MaRDI QIDQ4397771zbMATH OpenFDO

Authors Sandra Cerrai

Publication date 14 July 1998

zbMATH Keywords

Kolmogorov equationsnon smooth coefficients

Mathematics Subject Classification ID

A priori estimates in context of PDEs (35B45) Initial value problems for linear higher-order PDEs (35G10) Higher-order parabolic equations (35K25) Markov semigroups and applications to diffusion processes (47D07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Review text

The paper deals with existence and uniqueness of solutions of parabolic and elliptic problems associated to the operator \[ A_0 (x) = {\textstyle{1 \over 2}} \text{Tr} [QD^2]+\langle Ax + F(x),D\rangle_H, \quad x \in D(A), \] where \(Q=Q^*\) is a nonnegative and nondegenerate bounded linear operator on Hilbert space \(H, D\) denotes the gradient and the nonlinearity \(F\) is unbounded and not Fréchet differentiable. The author gives probabilistic representations of the solutions and uses auxiliary results for related stochastic PDE. For related work see \textit{G. Da Prato} and \textit{J. Zabczyk} [``Stochastic equations in infinite dimensions (1992; Zbl 0761.60052)].

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(14)

• Kolmogorov equations in Hilbert spaces with application to essential self-adjointness of symmetric diffusion operators
• Analogs of the Kolmogorov-Seliverstov-Plessner theorem for nonorthogonal function systems
• Differentiability of Markov semigroups for stochastic reaction-diffusion equations and applications to control
• Note on Smoothing estimates for Kolmogorov type equations
• On improvement of summability properties in nonautonomous Kolmogorov equations
• Fokker–Planck Equation for Kolmogorov Operators with Unbounded Coefficients
• Parabolic equations on Hilbert spaces
• Cauchy problem for nonautonomous Kolmogorov equations
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• Strict solutions of Kolmogorov equations in Hilbert spaces and applications
• Kolmogorov equations on spaces of measures associated to nonlinear filtering processes
• Kolmogorov equation associated to the stochastic reflection problem on a smooth convex set of a Hilbert space. II.
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