Kolmogorov Operators in Spaces of Continuous Functions and Equations for Measures Zoom

Luigi Manca

Kolmogorov Operators in Spaces of Continuous Functions and Equations for Measures

pp. xiv-127

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The book is devoted to study the relationships between Stochastic Partial Differential Equations and the associated Kolmogorov operator in spaces of continuous functions. In the first part, the theory of a weak convergence of functions is developed in order to give general results about Markov semigroups and their generator. In the second part, concrete models of Markov semigroup deriving from Stochastic PDEs are studied. In particular, Ornstein-Uhlenbeck, reaction-diffusion and Burgers equations have been considered. For each case the transition semigroup and its infinitesimal generator have been investigated in a suitable space of continuous functions. The main results consist in showing that the set of exponential functions provides a core for the Kolmogorov operator.

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Additional Information

Title Kolmogorov Operators in Spaces of Continuous Functions and Equations for Measures
Author (display) Luigi Manca
Editing/translations No
ISBN 978-88-7642-336-9
Publishing year 2008
Subject Matematica e storia della matematica
Buy link http://www.springer.com/birkhauser/mathematics/scuola+normale+superiore/book/978-88-7642-336-9
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