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Smoothing effects and maximal Hölder regularity for non-autonomous Kolmogorov equations in infinite dimension (2111.05421v1)
Published 9 Nov 2021 in math.PR and math.AP
Abstract: We prove smoothing properties and optimal Schauder type estimates for a class of nonautonomous evolution equations driven by time dependent Ornstein-Uhlenbeck operators in a separable Hilbert space. They arise as Kolmogorov equations of linear nonautonomous stochastic differential equations with Gaussian noise.
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