We study the realization of the differential operator u \mapsto u_t - L(t)u in the space of continuous time periodic functions, and in L^2 with respect to its (unique) invariant measure. Here L(t) is an Ornstein-Uhlenbeck operator in R^n, such that L(t+T) = L(t) for each t in R.
Ornstein-Uhlenbeck operators with time periodic coefficients / DA PRATO, G; Lunardi, Alessandra. - In: JOURNAL OF EVOLUTION EQUATIONS. - ISSN 1424-3199. - 7:(2007), pp. 587-614. [10.1007/s00028-007-0321-z]
Ornstein-Uhlenbeck operators with time periodic coefficients
LUNARDI, Alessandra
2007-01-01
Abstract
We study the realization of the differential operator u \mapsto u_t - L(t)u in the space of continuous time periodic functions, and in L^2 with respect to its (unique) invariant measure. Here L(t) is an Ornstein-Uhlenbeck operator in R^n, such that L(t+T) = L(t) for each t in R.File in questo prodotto:
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