Smoothing effects and maximal Hölder regularity for non-autonomous Kolmogorov equations in infinite dimension

2021/11/09 by Sandra Cerrai, Cerrai, Sandra, Alessandra Lunardi +1 · 2 citations
Economics, Econometrics and Finance · Mathematics · #Analysis of PDEs (math.AP) #FOS: Mathematics #Mathematical Biology Tumor Growth #Probability (math.PR) #Stochastic processes and financial applications #advanced mathematical theories

paper · pdf · doi:10.48550/arxiv.2111.05421

openalex publication_date 2021/11/09 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We prove smoothing properties and optimal Schauder type estimates for a class of nonautonomous evolution equations driven by time dependent Ornstein-Uhlenbeck operators in a separable Hilbert space. They arise as Kolmogorov equations of linear nonautonomous stochastic differential equations with Gaussian noise.

Cited by

• Pathwise uniqueness by noise for singular stochastic PDEs
• Stochastic and deterministic non-autonomous reaction-diffusion equations

Related

• On smoothing in non autonomous Ornstein-Uhlenbeck equations in infinite dimensions
• Optimal Holder regularity for nonautonomous Kolmogorov equations
• Regularity of solutions to Kolmogorov equations with perturbed drifts
• Schauder theorems for Ornstein-Uhlenbeck equations in infinite dimension
• On the estimates of the derivatives of solutions to nonautonomous Kolmogorov equations and their consequences