Kolmogorov equations in infinite dimensions: Well-posedness and regularity of solutions, with applications to stochastic generalized Burgers equations
نویسندگان
چکیده
منابع مشابه
Kolmogorov Equations in Infinite Dimensions: Well-posedness and Regularity of Solutions, with Applications to Stochastic Generalized Burgers Equations
Abstract. We develop a new method to uniquely solve a large class of heat equations, so called Kolmogorov equations in infinitely many variables. The equations are analyzed in spaces of sequentially weakly continuous functions weighted by proper (Lyapunov type) functions. This way for the first time the solutions are constructed everywhere without exceptional sets for equations with possibly no...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 2006
ISSN: 0091-1798
DOI: 10.1214/009117905000000666