Invariant Measures and Maximal L^2 Regularity for Nonautonomous Ornstein-Uhlenbeck Equations

Details Invariant Measures and Maximal L^2 Regularity for Nonautonomous Ornstein-Uhlenbeck Equations Invariant Measures and Maximal L^2 Regularity for Nonautonomous Ornstein-Uhlenbeck Equations

2008-01-21

arxiv.org/abs/0801.3224v1

Mathematics

Analysis of PDEs

Scientific paper

We characterize the domain of the realization of the linear parabolic operator Gu := u_t + L(t)u (where, for each real t, L(t) is an Ornstein-Uhlenbeck operator), in L^2 spaces with respect to a suitable measure, that is invariant for the associated evolution semigroup. As a byproduct, we obtain optimal L^2 regularity results for evolution equations with time-depending Ornstein-Uhlenbeck operators.

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