Displaying similar documents to “Law equivalence of solutions of some linear stochastic equations in Hilbert spaces”

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

Marco Fuhrman (1995)

Studia Mathematica

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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...

Space-time continuous solutions to SPDE's driven by a homogeneous Wiener process

Zdzisław Brzeźniak, Szymon Peszat (1999)

Studia Mathematica

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Stochastic partial differential equations on ℝ d are considered. The noise is supposed to be a spatially homogeneous Wiener process. Using the theory of stochastic integration in Banach spaces we show the existence of a Markovian solution in a certain weighted L q -space. Then we obtain the existence of a space continuous solution by means of the Da Prato, Kwapień and Zabczyk factorization identity for stochastic convolutions.

On spectral representation for selfadjoint operators. Expansion in generalized eigenelements

Eberhard Gerlach (1965)

Annales de l'institut Fourier

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L’auteur reprend l’étude classique de la représentation spectrale d’un opérateur auto-adjoint A dans un espace de Hilbert ℋ . Il y ajoute des précisions nouvelles qui conduisent à la définition du projecteur infinitésimal P ) λ ) sur l’espace des vecteurs propres généralisés ℋ ( λ ) . Il obtient, par conséquent, des énoncés plus précis de bien des théorèmes classiques. Il introduit ensuite la notion de “ A -expansibilité” d’un sous-ensemble S ⊂ ℋ . Cette notion est appliquée à l’étude des espaces fonctionnels...

On an estimate for the norm of a function of a quasihermitian operator

M. Gil (1992)

Studia Mathematica

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Let A be a closed linear operator acting in a separable Hilbert space. Denote by co(A) the closed convex hull of the spectrum of A. An estimate for the norm of f(A) is obtained under the following conditions: f is a holomorphic function in a neighbourhood of co(A), and for some integer p the operator A p - ( A * ) p is Hilbert-Schmidt. The estimate improves one by I. Gelfand and G. Shilov.