Publication Date:
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.
Iris type:
1.1 Articolo in rivista
Keywords:
Markov semigroups; Cauchy problems
List of contributors:
Priola, E.
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