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