Kolmogorov equations for measures |
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Authors: | Luigi Manca |
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Institution: | (1) Scuola Normale Superiore, Piazza dei Cavalieri, 7, 56126 Pisa, Italy |
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Abstract: | We consider a semigroup of operators in the Banach space C
b
(H) of uniformly continuous and bounded functions on a separable Hilbert space H. We prove an existence and uniqueness result for a measure valued equation involving this class of semigroups. Then we apply
the result to the transition semigroup and the Kolmogorov operator corresponding to a stochastic PDE in H. For this purpose, we characterize the generator of the transition semigroup on a core.
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Keywords: | Mathematics Subject Classifications (2000):" target="_blank">Mathematics Subject Classifications (2000): 47D06 47D07 35K90 |
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