Strong convergence of solutions to nonautonomous Kolmogorov equations

preprint2015arXivOpen access

Abstract

We study a class of nonautonomous, linear, parabolic equations with unbounded coefficients on Rd\mathbb R^{d} which admit an evolution system of measures. It is shown that the solutions of these equations converge to constant functions as t→+∞t\to+\infty. We further establish the uniqueness of the tight evolution system of measures and treat the case of converging coefficients.

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