The Annals of Probability, Vol. 34, No. 2 (Mar., 2006), pp. 663-727 (65 pages) We develop a new method to uniquely solve a large class of heat equations, so-called Kolmogorov equations in infinitely ...

Sufficient conditions are given for the existence, uniqueness and finite-dimensional approximation of the solution to a first-order infinite-dimensional vector differential equation. Given a suitable ...