Displaying similar documents to “Commutative nonstationary stochastic fields”

Some results about dissipativity of Kolmogorov operators

Giuseppe Da Prato, Luciano Tubaro (2001)

Czechoslovak Mathematical Journal

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Given a Hilbert space H with a Borel probability measure ν , we prove the m -dissipativity in L 1 ( H , ν ) of a Kolmogorov operator K that is a perturbation, not necessarily of gradient type, of an Ornstein-Uhlenbeck operator.

The domain of the Ornstein-Uhlenbeck operator on an L p -space with invariant measure

Giorgio Metafune, Jan Prüss, Abdelaziz Rhandi, Roland Schnaubelt (2002)

Annali della Scuola Normale Superiore di Pisa - Classe di Scienze

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We show that the domain of the Ornstein-Uhlenbeck operator on L p ( ℝ N , μ d x ) equals the weighted Sobolev space W 2 , p ( ℝ N , μ d x ) , where μ d x is the corresponding invariant measure. Our approach relies on the operator sum method, namely the commutative and the non commutative Dore-Venni theorems.

A note on maximal inequality for stochastic convolutions

Erika Hausenblas, Jan Seidler (2001)

Czechoslovak Mathematical Journal

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Using unitary dilations we give a very simple proof of the maximal inequality for a stochastic convolution ∫ 0 t S ( t - s ) ψ ( s ) d W ( s ) driven by a Wiener process W in a Hilbert space in the case when the semigroup S ( t ) is of contraction type.

Triangular stochastic matrices generated by infinitesimal elements

Inheung Chon, Hyesung Min (1999)

Czechoslovak Mathematical Journal

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We show that each element in the semigroup S n of all n × n non-singular upper (or lower) triangular stochastic matrices is generated by the infinitesimal elements of S n , which form a cone consisting of all n × n upper (or lower) triangular intensity matrices.