By using only analytic tools we prove the positivity of the transitionsemigroup associated formally with the stochastic differential equation$$dX(t)=(AX(t)+F(X(t)))dt+Q^{\frac{1}{2}}dW(t),\,X(0)=x,t\ge 0,\,x\in H$$in the case where $F\in UCB(H,H)$.As a consequence we obtain the existence of an invariant measure of the abovestochastic equation
Let X be a real separable Hilbert space. Let C be a linear, bounded, non-negative self-adjoint opera...
Let X be a real separable Hilbert space. Let C be a linear, bounded, non-negative self-adjoint opera...
Let X be a real separable Hilbert space. Let C be a linear, bounded, non-negative self-adjoint opera...
AbstractLet μ be an invariant measure for the transition semigroup (Pt) of the Markov family defined...
AbstractWe consider stochastic equations in Hilbert spaces with singular drift in the framework of [...
Let X be a real separable Hilbert space. Let Q be a linear, bounded, positive and compact operator o...
Let X be a real separable Hilbert space. Let Q be a linear, bounded, positive and compact operator o...
Let X be a real separable Hilbert space. Let Q be a linear, bounded, positive and compact operator o...
We study Hilbert space valued Ornstein–Uhlenbeck processes (Y(t), t ≥ 0) which arise as weak solutio...
AbstractThis paper deals with perturbations of the Ornstein–Uhlenbeck operator on L2-spaces with res...
AbstractA Poisson driven stochastic differential equation generates a semigroup of operators (Pt)t⩾0...
We consider the Burgers equation on H = L 2 (0, 1) perturbed by white noise and the corresponding tr...
AbstractWe consider a reaction–diffusion equation in a bounded domain O⊂Rd, driven by a space–time w...
We consider the Burgers equation on H = L 2 (0, 1) perturbed by white noise and the corresponding tr...
We analyse analytic properties of nonlocal transition semigroups associated with a class of stochast...
Let X be a real separable Hilbert space. Let C be a linear, bounded, non-negative self-adjoint opera...
Let X be a real separable Hilbert space. Let C be a linear, bounded, non-negative self-adjoint opera...
Let X be a real separable Hilbert space. Let C be a linear, bounded, non-negative self-adjoint opera...
AbstractLet μ be an invariant measure for the transition semigroup (Pt) of the Markov family defined...
AbstractWe consider stochastic equations in Hilbert spaces with singular drift in the framework of [...
Let X be a real separable Hilbert space. Let Q be a linear, bounded, positive and compact operator o...
Let X be a real separable Hilbert space. Let Q be a linear, bounded, positive and compact operator o...
Let X be a real separable Hilbert space. Let Q be a linear, bounded, positive and compact operator o...
We study Hilbert space valued Ornstein–Uhlenbeck processes (Y(t), t ≥ 0) which arise as weak solutio...
AbstractThis paper deals with perturbations of the Ornstein–Uhlenbeck operator on L2-spaces with res...
AbstractA Poisson driven stochastic differential equation generates a semigroup of operators (Pt)t⩾0...
We consider the Burgers equation on H = L 2 (0, 1) perturbed by white noise and the corresponding tr...
AbstractWe consider a reaction–diffusion equation in a bounded domain O⊂Rd, driven by a space–time w...
We consider the Burgers equation on H = L 2 (0, 1) perturbed by white noise and the corresponding tr...
We analyse analytic properties of nonlocal transition semigroups associated with a class of stochast...
Let X be a real separable Hilbert space. Let C be a linear, bounded, non-negative self-adjoint opera...
Let X be a real separable Hilbert space. Let C be a linear, bounded, non-negative self-adjoint opera...
Let X be a real separable Hilbert space. Let C be a linear, bounded, non-negative self-adjoint opera...