Volume 8, Number 3, 2018, Pages 764-804 DOI:10.11948/2018.764 |
Invariant measures for systems of Kolmogorov equations |
Davide Addona,Luciana Angiuli,Luca Lorenzi |
Keywords:Systems of Kolmogorov equations, unbounded coefficients, gradient estimates, systems of invariant measures, asymptotic behaviour. |
Abstract: |
In this paper we provide sufficient conditions which guarantee the existence of a system of invariant measures for semigroups associated to systems of parabolic differential equations with unbounded coefficients. We prove that these measures are absolutely continuous with respect to the Lebesgue measure and study some of their main properties. Finally, we show that they characterize the asymptotic behaviour of the semigroup at infinity. |
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