An optimal regularity result for Kolmogorov equations and weak uniqueness for some critical SPDEs
Articolo
Data di Pubblicazione:
2021
Abstract:
We consider infinite dimensional Kolmogorov equations in
a separable Hilbert space $H$ having singular first order terms.
We prove an optimal regularity result for solutions to such equations.
This result allows to study semilinear SPDEs of the form
$
dX_t = A X_t dt + (-A)^{gamma}F(X_t)dt + dW_t
$
driven by a cylindrical Wiener process $W = (W_t)$; here $A$ is a suitable self-adjoint operator on $H$.
a separable Hilbert space $H$ having singular first order terms.
We prove an optimal regularity result for solutions to such equations.
This result allows to study semilinear SPDEs of the form
$
dX_t = A X_t dt + (-A)^{gamma}F(X_t)dt + dW_t
$
driven by a cylindrical Wiener process $W = (W_t)$; here $A$ is a suitable self-adjoint operator on $H$.
Tipologia CRIS:
1.1 Articolo in rivista
Keywords:
Critical SPDEs, Weak uniqueness in infinite dimensions, Optimal regularity for Kolmogorov, operators
Elenco autori:
Priola, Enrico
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