Analyticity of transition semigroups and closability of bilinear forms in Hilbert spaces

• Autorzy: Marco Fuhrman
• Języki publikacji: EN

Abstrakty

EN

We consider a semigroup acting on real-valued functions defined in a Hilbert space H, arising as a transition semigroup of a given stochastic process in H. We find sufficient conditions for analyticity of the semigroup in the $L^2(μ)$ space, where μ is a gaussian measure in H, intrinsically related to the process. We show that the infinitesimal generator of the semigroup is associated with a bilinear closed coercive form in $L^2(μ)$. A closability criterion for such forms is presented. Examples are also given.

Kategorie tematyczne

• 60J35: Transition functions, generators and resolvents
• 47D07: Markov semigroups and applications to diffusion processes

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Studia Mathematica
• Rocznik: 1995
• Tom: 115
• Numer: 1
• Strony: 53-71

Daty

wydano

1995

otrzymano

1994-03-02

poprawiono

1994-09-13

Twórcy

autor

Marco Fuhrman

• Dipartimento di Matematica, Politecnico di Milano, Piazza Leonardo da Vinci, 32 20133 Milano, Italy

Bibliografia

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