Data di Pubblicazione:
2001
Abstract:
We study the Cauchy problem for a class of Markov-type semigroups (not strongly continuous in general) in the space of all real, uniformly continuous and bounded functions on a
separable metric space. In this class there are many transition Markov semigroups corresponding to stochastic differential equations in infinite dimensions as the heat semigroup and the one of Ornstein-Uhlenbeck. We define appropriate notions of
solution and give existence and uniqueness theorems. Additional
regularity results about the Cauchy problem associated with the
Ornstein-Uhlenbeck semigroup are also proved.
separable metric space. In this class there are many transition Markov semigroups corresponding to stochastic differential equations in infinite dimensions as the heat semigroup and the one of Ornstein-Uhlenbeck. We define appropriate notions of
solution and give existence and uniqueness theorems. Additional
regularity results about the Cauchy problem associated with the
Ornstein-Uhlenbeck semigroup are also proved.
Tipologia CRIS:
1.1 Articolo in rivista
Keywords:
Markov semigroups; Cauchy problems
Elenco autori:
Priola, E.
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