Differentiable perturbations of Ornstein-Uhlenbeck operators

Details Differentiable perturbations of Ornstein-Uhlenbeck operators Differentiable perturbations of Ornstein-Uhlenbeck operators

2007-05-22

arxiv.org/abs/0705.3126v1

Mathematics

Analysis of PDEs

11 pages

Scientific paper

We prove an extension theorem for a small perturbation of the Ornstein-Uhlenbeck operator $(L,D(L))$ in the space of all uniformly continuous and bounded functions $f:H\to \Rset$, where $H$ is a separable Hilbert space. We consider a perturbation of the form $N_0\phi=L\phi+< D\phi,F>$ where $F:H\to H$ is bounded and Fr\'echet differentiable with uniformly continuous and bounded differential. Hence, we prove that $N_0$ is $m$-dissipative and its closure in $C_b(H)$ coincides with the infinitesimal generator of a diffusion semigroup associated to a stochastic differential equation in $H$.

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