We prove that a family of linear bounded evolution operators (G(t, s))t=sI can be associated, in the space of vector-valued bounded and continuous functions, to a class of systems of elliptic operators A with unbounded coefficients defined in I×Rd (where I is a right-halfline or I = R) all having the same principal part. We establish some continuity and representation properties of (G(t, s))t=sI and a sufficient condition for the evolution operator to be compact in Cb(Rd;Rm). We prove also a uniform weighted gradient estimate and some of its more relevant consequence.
Addona, D., Angiuli, L., Lorenzi, L., & Tessitore, G. (2017). On coupled systems of Kolmogorov equations with applications to stochastic differential games. ESAIM. COCV, 23(3), 937-976 [10.1051/cocv/2016019].
Citazione: | Addona, D., Angiuli, L., Lorenzi, L., & Tessitore, G. (2017). On coupled systems of Kolmogorov equations with applications to stochastic differential games. ESAIM. COCV, 23(3), 937-976 [10.1051/cocv/2016019]. | |
Tipo: | Articolo in rivista - Articolo scientifico | |
Carattere della pubblicazione: | Scientifica | |
Presenza di un coautore afferente ad Istituzioni straniere: | No | |
Titolo: | On coupled systems of Kolmogorov equations with applications to stochastic differential games | |
Autori: | Addona, D; Angiuli, L; Lorenzi, L; Tessitore, G | |
Autori: | ||
Data di pubblicazione: | 2017 | |
Lingua: | English | |
Rivista: | ESAIM. COCV | |
Digital Object Identifier (DOI): | http://dx.doi.org/10.1051/cocv/2016019 | |
Appare nelle tipologie: | 01 - Articolo su rivista |
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