Kolmogorov equations for measures

2007/03/22 by Luigi Manca, Manca, Luigi · 1 citation
Economics, Econometrics and Finance · Engineering · Mathematics · #35K90 #47D06 #47D07 #Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR) #Stability and Controllability of Differential Equations #Stochastic processes and financial applications #advanced mathematical theories #math.AP #math.PR #msc:35K90 #msc:47D06 #msc:47D07

paper · pdf · doi:10.48550/arxiv.math/0703654

25 pages

arxiv created 2007/03/22 · openalex publication_date 2007/03/22 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We consider a semigroup of operators in the Banach space C_b(H) of uniformly continuous and bounded functions on a separable Hilbert space H. In particular, we deal with semigroups that are related to solution of stochastic PDEs in H and which are not, in general, strongly continuous. We prove an existence and uniqueness result for a measure valued equation involving this class of semigroups. Then we apply the result to a large class of second order differential operators in C_b(H).

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