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Regularity results for Kolmogorov equations in L²(H, μ) spaces and applications
We consider the transition semigroup Rt =e tsA associated to an Ornstein—Uhlenbeck process in a Hilbert space H. We characterize, under suitable assumptions, the domain of A as a subspace W²,²(H, μ), where μ is the invariant measure associated to Rt . This characterization is then used to treat some...
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| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
1997
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| Series: | Український математичний журнал |
| Subjects: | |
| Online Access: | http://dspace.nbuv.gov.ua/handle/123456789/156490 |
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