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Titlebook: Second Order PDE‘s in Finite and Infinite Dimension; A Probabilistic Appr Sandra Cerrai Book 2001 Springer-Verlag Berlin Heidelberg 2001 Ko

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Kolmogorov equations in Hilbert spaces,e diffusion operator corresponding to the system (4.0.1). In this chapter we want to study existence, uniqueness and optimal regularity in Holder spaces for the solutions of the parabolic and the elliptic problems associated with the operator ..
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Ergodicity,oth in . and in .. Here we apply these results to the proof of the existence of a unique invariant measure μ, for the semigroup . ., which is equivalent to all transition probabilities . .(.,.), . > 0 and . ∈ ., and which is concentrated on the space of continuous functions ..
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Analyticity of the semigroup in a degenerate case,d derivatives, so that it can be written as . = ½σ.σ. ., .∈ℝ., for some matrix valued function σ : ℝ. → ℒ(ℝ.) which is Lipschitz-continuous (for a proof of this fact see [66] and also [114]. Here we assume further regularity for o; namely we assume that . can be factorized by some a which is twice differentiable with bounded derivatives.
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