arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 0707.3233math.APmath.PR
收藏

无界系数Kolmogorov算子的测度值方程

Measure-valued equations for Kolmogorov operators with unbounded coefficients

Luigi Manca

摘要:

给定可分实Hilbert空间H,考虑测度值方程\begin{equation*} \int_Hϕ(x)μ_t(dx)- \int_Hϕ(x)μ(dx)= \int_0^t(\int_HK_0ϕ(x)μ_s(dx))ds, \end{equation*},其中K_0是Kolmogorov微分算子\[ K_0ϕ(x)=\frac12\textrm{Trace}\big[BB^*D^2ϕ(x)\big]+< x,A^*Dϕ(x)>+< Dϕ(x),F(x)>, \] $x\in H$,$ϕ:H\to \Rset$是合适的光滑函数,$A:D(A)\subset H\to H $是线性的,$F:H\to H$是全局Lipschitz函数,$B:H\to H$是线性连续的.为了证明上述方程解的存在唯一性,我们证明了$K_0$是H中某个随机微分方程解的无穷小生成元的一个核.我们还将上述结果推广到一类具有多项式非线性项的反应扩散算子.

英文摘要:

Given a real and separable Hilbert space H we consider the measure-valued equation \begin{equation*} \int_Hϕ(x)μ_t(dx)- \int_Hϕ(x)μ(dx)= \int_0^t(\int_HK_0ϕ(x)μ_s(dx))ds, \end{equation*} where K_0 is the Kolmogorov differential operator \[ K_0ϕ(x)=\frac12\textrm{Trace}\big[BB^*D^2ϕ(x)\big]+< x,A^*Dϕ(x)>+< Dϕ(x),F(x)>, \] $x\in H$, $ϕ:H\to \Rset$ is a suitable smooth function, $A:D(A)\subset H\to H $ is linear, $F:H\to H$ is a globally Lipschitz function and $B:H\to H$ is linear and continuous. In order prove existence and uniqueness of a solution for the above equation, we show that $K_0$ is a core, in a suitable way, of the infinitesimal generator associated to the solution of a certain stochastic differential equation in H. We also extend the above results to a reaction-diffusion operator with polinomial nonlinearities.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑