Transition Semigroups of Banach Space Valued Ornstein-Uhlenbeck Processes
| dc.creator | Goldys, Ben | |
| dc.creator | van Neerven, Jan | |
| dc.date | 2006-06-30 | |
| dc.date.accessioned | 2026-07-07T07:17:53Z | |
| dc.date.available | 2026-07-07T07:17:53Z | |
| dc.description | 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 $S_H$. | |
| dc.description | This is an update of the published version of the paper. The proof of Theorem 9.1 has been corrected | |
| dc.identifier | https://arxiv.org/abs/math/0606785 | |
| dc.identifier | http://arxiv.org/abs/math/0606785 | |
| dc.identifier | Acta Appl. Math. 76 (2003), 283-330 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/114106 | |
| dc.subject | Probability | |
| dc.subject | Functional Analysis | |
| dc.subject | 35R15; 60H15; 47D03 | |
| dc.title | Transition Semigroups of Banach Space Valued Ornstein-Uhlenbeck Processes | |
| dc.type | text |