Uniformly gamma-radonifying families of operators and and the stochastic Weiss conjecture

Details Uniformly gamma-radonifying families of operators and and the stochastic Weiss conjecture Uniformly gamma-radonifying families of operators and and the stochastic Weiss conjecture

2006-11-23

arxiv.org/abs/math/0611724v3

Mathematics

Functional Analysis

Version accepted for publication in Operators and Matrices

Scientific paper

We introduce the notion of uniform gamma-radonification of a family of operators, which unifies the notions of R-boundedness of a family of operators and gamma-radonification of an individual operator. We study the the properties of uniformly gamma-radonifying families of operators in detail and apply our results to the stochastic abstract Cauchy problem $dU(t) = AU(t) dt + B dW(t); U(0) = 0$ Here, $A$ is the generator of a strongly continuous semigroup of operators on a Banach space $E$, $B$ is a bounded linear operator from a separable Hilbert space $H$ into $E$, and $W$ is an $H$-cylindrical Brownian motion. When $A$ and $B$ are simultaneously diagonalisable, we prove that an invariant measure exists if and only if the family $ \{\sqrt{\lambda} R(\lambda, A)B : \lambda > 0\} $ is uniformly gamma-radonifying. This result can be viewed as a partial solution of a stochastic version of the Weiss conjecture in linear systems theory.

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