We consider infinite dimensional Kolmogorov equations in a separable Hilbert space $H$ having singular first order terms. We prove an optimal regularity result for solutions to such equations. This result allows to study semilinear SPDEs of the form $ dX_t = A X_t dt + (-A)^{gamma}F(X_t)dt + dW_t $ driven by a cylindrical Wiener process $W = (W_t)$; here $A$ is a suitable self-adjoint operator on $H$.
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Titolo: | An optimal regularity result for Kolmogorov equations and weak uniqueness for some critical SPDEs |
Autori: | PRIOLA, Enrico (Corresponding) |
Data di pubblicazione: | Being printed |
Rivista: | |
Abstract: | We consider infinite dimensional Kolmogorov equations in a separable Hilbert space $H$ having singular first order terms. We prove an optimal regularity result for solutions to such equations. This result allows to study semilinear SPDEs of the form $ dX_t = A X_t dt + (-A)^{gamma}F(X_t)dt + dW_t $ driven by a cylindrical Wiener process $W = (W_t)$; here $A$ is a suitable self-adjoint operator on $H$. |
Handle: | http://hdl.handle.net/11571/1347415 |
Appare nelle tipologie: | 1.1 Articolo in rivista |
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