Transition Semigroups of Banach Space Valued Ornstein-Uhlenbeck Processes

Details Transition Semigroups of Banach Space Valued Ornstein-Uhlenbeck Processes Transition Semigroups of Banach Space Valued Ornstein-Uhlenbeck Processes

2006-06-30

arxiv.org/abs/math/0606785v1

Acta Appl. Math. 76 (2003), 283-330

Mathematics

Probability

This is an update of the published version of the paper. The proof of Theorem 9.1 has been corrected

Scientific paper

We investigate the transition semigroup of the solution to a stochastic evolution equation $dX(t) = AX(t)dt +dW_H(t)$, $t\ge 0,$ where $A$ is the generator of a $C_0$-semigroup $S$ on a separable real Banach space $E$ and $W_H$ is cylindrical white noise with values in a real Hilbert space $H$ which is continuously embedded in $E$. Various properties of these semigroups, such as the strong Feller property, the spectral gap property, and analyticity, are characterized in terms of the behaviour of $S$ in $H$. In particular we investigate the interplay between analyticity of the transition semigroup, $S$-invariance of $H$, and analyticity of the restricted semigroup $S_H$.

Affiliated with

Also associated with

No associations

Rating

Transition Semigroups of Banach Space Valued Ornstein-Uhlenbeck Processes does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Transition Semigroups of Banach Space Valued Ornstein-Uhlenbeck Processes, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Transition Semigroups of Banach Space Valued Ornstein-Uhlenbeck Processes will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-117495