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arxiv: 0805.2011 · v1 · submitted 2008-05-14 · 🧮 math.AP · math.PR

The Kolmogorov operator associated to a Burgers SPDE in spaces of continuous functions

classification 🧮 math.AP math.PR
keywords equationassociatedburgerscontinuouscorrespondingfunctionskolmogorovoperator
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We are concerned with a viscous Burgers equation forced by a perturbation of white noise type. We study the corresponding transition semigroup in a space of continuous functions weighted by a proper potential, and we show that the infinitesimal generator is the closure (with respect to a suitable topology) of the Kolmogorov operator associated to the stochastic equation. In the last part of the paper we use this result to solve the corresponding Fokker-Planck equation.

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