학술
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Regularization and Asymptotic Behaviour of Ornstein-Uhlenbeck Evolution Operators in Infinite Dimension
arXiv Math
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이 매체는 공공·자유 라이선스로 본문을 직접 표시합니다.Abstract
We are concerned with the properties of Ornstein-Uhlenbeck evolution operators acting on functions defined in a Hilbert space and p-integrable with respect to a suitable Gaussian measure.
These operators provide solutions to the infinite dimensional, non-autonomous backward Kolmogorov equation.
The first part of the paper focuses on some general regularization properties, while the second part carries on a deep analysis of the asymptotic behaviour in the periodic case.
In particular, we identify the optimal convergence rate of the Ornstein-Uhlenbeck operator with respect to time and we give an optimality criterion depending only on the drift term of the Kolmogorov equation.
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