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The Ornstein-Uhlenbeck generator perturbed by the gradient of a potential

Giuseppe Da Prato — 1998

Bollettino dell'Unione Matematica Italiana

Si considera, in uno spazio di Hilbert H l'operatore lineare M 0 φ = 1 / 2 Tr D 2 φ + x , A D φ - D U x , D φ , dove A è un operatore negative autoaggiunto e U è un potenziale che soddisfa a opportune condizioni di integrabilità. Si dimostra con un metodo analitico che M 0 è essenzialmente autoaggiunto in uno spazio L 2 H , ν e si caratterizza il dominio della sua chiusura M come sottospazio di W 2 , 2 H , ν . Si studia inoltre la «spectral gap property» del semigruppo generato da M .

Characterization of the domain of an elliptic operator of infinitely many variables in L 2 μ spaces

Giuseppe Da Prato — 1997

Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni

We consider an elliptic operator associated to a Dirichlet form corresponding to a differential stochastic equation of potential form. We characterize the domain of the operator as a subspace of W 2 , 2 μ , where m u is the invariant measure of the differential stochastic equation.

Pathwise uniqueness for stochastic PDEs

Giuseppe Da Prato — 2015

Banach Center Publications

We consider a stochastic evolution equation in a separable Hilbert spaces H or in a separable Banach space E with a Hölder continuous perturbation on the drift. We review some recent result about pathwise uniqueness for this equation.

The Martingale Problem in Hilbert Spaces

Giuseppe Da PratoLuciano Tubaro — 2008

Bollettino dell'Unione Matematica Italiana

We consider an SPDE in a Hilbert space H of the form d X ( t ) = ( A X ( t ) + b ( X ( t ) ) ) d t + σ ( X ( t ) ) d W ( t ) , X ( 0 ) = x H and the corresponding transition semigroup P t f ( x ) = 𝔼 [ f ( X ( t , x ) ) ] . We define the infinitesimal generator L ¯ of P t through the Laplace transform of P t as in [1]. Then we consider the differential operator L φ = 1 2 Tr [ σ ( x ) σ * ( x ) D 2 φ ] + b ( x ) , D φ defined on a suitable set V of regular functions. Our main result is that if V is a core for L ¯ , then there exists a unique solution of the martingale problem defined in terms of L . Application to the Ornstein-Uhlenbeck equation and to some regular perturbation...

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