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

Giuseppe Da Prato

Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni (1997)

  • Volume: 8, Issue: 2, page 101-105
  • ISSN: 1120-6330

Abstract

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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.

How to cite

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Da Prato, Giuseppe. "Characterization of the domain of an elliptic operator of infinitely many variables in \( L^{2}(\mu) \) spaces." Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni 8.2 (1997): 101-105. <http://eudml.org/doc/244224>.

@article{DaPrato1997,
abstract = {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 \( W^\{2,2\} (\mu) \), where \( mu \) is the invariant measure of the differential stochastic equation.},
author = {Da Prato, Giuseppe},
journal = {Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni},
keywords = {Elliptic equations; Kolmogorov equations; Dirichlet forms; elliptic operator; Dirichlet form; differential stochastic equation of potential form; invariant measure},
language = {eng},
month = {7},
number = {2},
pages = {101-105},
publisher = {Accademia Nazionale dei Lincei},
title = {Characterization of the domain of an elliptic operator of infinitely many variables in \( L^\{2\}(\mu) \) spaces},
url = {http://eudml.org/doc/244224},
volume = {8},
year = {1997},
}

TY - JOUR
AU - Da Prato, Giuseppe
TI - Characterization of the domain of an elliptic operator of infinitely many variables in \( L^{2}(\mu) \) spaces
JO - Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni
DA - 1997/7//
PB - Accademia Nazionale dei Lincei
VL - 8
IS - 2
SP - 101
EP - 105
AB - 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 \( W^{2,2} (\mu) \), where \( mu \) is the invariant measure of the differential stochastic equation.
LA - eng
KW - Elliptic equations; Kolmogorov equations; Dirichlet forms; elliptic operator; Dirichlet form; differential stochastic equation of potential form; invariant measure
UR - http://eudml.org/doc/244224
ER -

References

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  1. DA PRATO, G., Perturbations of Ornstein-Uhlenbeck semigroups. Preprint Scuola Normale Superiore n. 39, Pisa 1996; Rendiconti del Seminario Matematico di Trieste, to appear. Zbl0897.60070MR1602247
  2. DA PRATO, G., Regularity results for Kolmogorov equations in L 2 H , μ spaces and applications. Preprint Scuola Normale Superiore n. 40, Pisa 1996; Ukrainian Mathematical Journal, to appear. 
  3. DA PRATO, G. - ZABCZYK, J., Ergodicity for infinite dimensions. Encyclopedia of Mathematics and its Applications, Cambridge University Press, 1996. Zbl0761.60052MR1417491DOI10.1017/CBO9780511662829
  4. LUNARDI, A., On the Ornstein-Uhlenbeck operator in L 2 spaces with respect to invariant measures. Preprint Scuola Normale Superiore, Pisa 1995; Trans. Amer. Math. Soc., to appear. Zbl0890.35030MR1389786DOI10.1090/S0002-9947-97-01802-3
  5. MA, Z. M. - ROCKNER, M., Introduction to the theory of (non symmetric) Dirichlet forms. Springer-Verlag, 1992. Zbl0826.31001MR1214375DOI10.1007/978-3-642-77739-4

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