Cauchy problem for nonautonomous Kolmogorov equations

DOI10.1080/07362999608809447zbMath0881.60071OpenAlexW2046993598MaRDI QIDQ4342425

Paolo Guiotto

Publication date: 3 July 1997

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999608809447

zbMATH Keywords

stochastic partial differential equationsHamilton-Jacobi equationssemigroup theoryKolmogorov equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (1)

Dissipative stochastic equations in Hilbert space with time dependent coefficients

Cites Work

• Gaussian measures in Banach spaces
• On a functional analysis approach to parabolic equations in infinite dimensions
• Über die analytischen Methoden in der Wahrscheinlichkeitsrechnung
• Potential theory on Hilbert space
• A fundamental solution of the parabolic equation on Hilbert space
• On the differentiability and the representation of one-parameter semi-group of linear operators
• On operator-theoretical treatment of temporally homogeneous Markoff process

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