Cores for generators of some Markov semigroups

Giuseppe Da Prato, Michael Röckner
We consider a stochastic differential equation on R d with Lipschitz coefficients. We find a core for the infinitesimal generator of the corresponding Markov process. Some applications, in particular, to well-posedness of Fokker-Planck equations are given. 2000 Mathematics Subject Classification AMS: 60H10, 60J35, 47D07.
doi:10.1063/1.3546077 fatcat:6rf7yguq45elxnicirbdpplnge