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Continuity versus nonexistence for a class of linear stochastic Cauchy problems driven by a Brownian motion

Johanna Dettweiler, J.M.A.M. van Neerven (2006)

Czechoslovak Mathematical Journal

Let A = d / d θ denote the generator of the rotation group in the space C ( Γ ) , where Γ denotes the unit circle. We show that the stochastic Cauchy problem d U ( t ) = A U ( t ) + f d b t , U ( 0 ) = 0 , ( 1 ) where b is a standard Brownian motion and f C ( Γ ) is fixed, has a weak solution if and only if the stochastic convolution process t ( f * b ) t has a continuous modification, and that in this situation the weak solution has a continuous modification. In combination with a recent result of Brzeźniak, Peszat and Zabczyk it follows that (1) fails to have a weak solution for all...

Continuous isometric semigroups and reflexivity

Marek Ptak (1991)

Annales Polonici Mathematici

 Abstract. We consider the reflexivity of a WOT-closed algebra generated by continuous isometric semigroups parametrized by the semigroup of non-negative reals or the semigroup of finite sequences of non-negative reals. It is also proved that semigroups of continuous unilateral multi-parameter shifts are reflexive.

Convergence at the origin of integrated semigroups

Vincent Cachia (2008)

Studia Mathematica

We study a classification of κ-times integrated semigroups (for κ > 0) by their (uniform) rate of convergence at the origin: | | S ( t ) | | = ( t α ) as t → 0 (0 ≤ α ≤ κ). By an improved generation theorem we characterize this behaviour by Hille-Yosida type estimates. Then we consider integrated semigroups with holomorphic extension and characterize their convergence at the origin, as well as the existence of boundary values, by estimates of the associated holomorphic semigroup. Various examples illustrate these results....

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