The Kolmogorov operator associated to a Burgers SPDE in spaces of continuous functions
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Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Markov semigroups and applications to diffusion processes (47D07) KdV equations (Korteweg-de Vries equations) (35Q53) Fokker-Planck equations (35Q84) PDEs with randomness, stochastic partial differential equations (35R60) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15)
Abstract: We are concerned with a viscous Burgers equation forced by a perturbation of white noise type. We study the corresponding transition semigroup in a space of continuous functions weighted by a proper potential, and we show that the infinitesimal generator is the closure (with respect to a suitable topology) of the Kolmogorov operator associated to the stochastic equation. In the last part of the paper we use this result to solve the corresponding Fokker-Planck equation.
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Cites work
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Cited in
(9)- m-dissipativity for Kolmogorov operator of a fractional Burgers equation with space-time white noise
- \(m\)-dissipativity of Kolmogorov operators corresponding to Burgers equations with space-time white noise
- Kolmogorov equation associated to a stochastic Kuramoto-Sivashinsky equation
- Kolmogorov operators in spaces of continuous functions and equations for measures
- Stochastic Burgers PDEs with random coefficients and a generalization of the Cole-Hopf transformation
- Kolmogorov operator and Fokker-Planck equation associated to a stochastic Burgers equation driven by Lévy noise
- Maximal dissipativity of the Dirichlet operator corresponding to the Burgers equation
- Lipschitz continuity of the pseudo resolvent of the stochastic Burgers equation
- A basic identity for Kolmogorov operators in the space of continuous functions related to RDEs with multiplicative noise
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