Parabolic equations for measures on infinite-dimensional spaces
نویسندگان
چکیده
In a series of papers [1]–[4] we considered parabolic equations for measures on R. Our motivation was a study of the Kolmogorov equations for transition probabilities of diffusion processes. Here we are concerned with similar problems in infinite dimensions. Applications are given to stochastic partial differential equations such as stochastic equations of Navier– Stokes and reaction-diffusion types. Some ideas of our works [5] and [6] on elliptic equations will be employed. First we explain our problem in the finite-dimensional case. Let us consider a second order parabolic operator
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