Regularity results for Kolmogorov equations in L²(H, μ) spaces and applications

• Published in: Український математичний журнал
• Date: 1997
• Main Author: Da Prato, G.
• Format: Article
• Language: English
• Published: Інститут математики НАН України 1997
• Subjects: Статті
• Online Access: https://nasplib.isofts.kiev.ua/handle/123456789/156490
• Journal Title: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Cite this: Regularity results for Kolmogorov equations in L²(H, μ) spaces and applications / G. Da Prato // Український математичний журнал. — 1997. — Т. 49, № 3. — С. 448–457. — Бібліогр.: 9 назв. — англ.

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...