The Kolmogorov Operator Associated to a Burgers SPDE in Spaces of Continuous Functions |
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Authors: | Luigi Manca |
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Institution: | (2) Scuola Normale Superiore, Pisa, Italy; |
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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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Keywords: | |
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