Displaying similar documents to “On some regularity properties of solutions to stochastic evolution equations in Hilbert spaces”

On analyticity of Ornstein-Uhlenbeck semigroups

Beniamin Goldys (1999)

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

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Let ( R t be a transition semigroup of the Hilbert space-valued nonsymmetric Ornstein-Uhlenbeck process and let μ denote its Gaussian invariant measure. We show that the semigroup ( R t is analytic in L 2 ⁢ μ if and only if its generator is variational. In particular, we show that the transition semigroup of a finite dimensional Ornstein-Uhlenbeck process is analytic if and only if the Wiener process is nondegenerate.

Analyticity for some degenerate one-dimensional evolution equations

G. Metafune (1998)

Studia Mathematica

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We study the analyticity of the semigroups generated by some degenerate second order differential operators in the space C([α,β]), where [α,β] is a bounded real interval. The asymptotic behaviour and regularity with respect to the space variable are also investigated.

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...

Wreath product of a semigroup and a Γ-semigroup

Mridul K. Sen, Sumanta Chattopadhyay (2008)

Discussiones Mathematicae - General Algebra and Applications

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Let S = {a,b,c,...} and Γ = {α,β,γ,...} be two nonempty sets. S is called a Γ -semigroup if aαb ∈ S, for all α ∈ Γ and a,b ∈ S and (aαb)βc = aα(bβc), for all a,b,c ∈ S and for all α,β ∈ Γ. In this paper we study the semidirect product of a semigroup and a Γ-semigroup. We also introduce the notion of wreath product of a semigroup and a Γ-semigroup and investigate some interesting properties of this product.

Regularity properties of a stochastic convolution integral

Giuseppe Da Prato (1982)

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

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Si studiano proprietà di regolarità di un integrale di convoluzione del tipo Itȏ.