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 also given
AbstractWe study transition semigroups and Kolmogorov equations corresponding to stochastic semiline...
Let X be a separable Hilbert space with norm ∥ ⋅ ∥ and let T > 0. Let Q be a linear, self-adjoint...
Let X be a separable Hilbert space with norm ∥ ⋅ ∥ and let T > 0. Let Q be a linear, self-adjoint...
AbstractWe prove a smoothing property and the irreducibility of transition semigroups corresponding ...
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...
Let X be a real separable Hilbert space. Let C be a linear, bounded, non-negative self-adjoint opera...
We investigate the transition semigroup of the solution to a sto-chastic evolution equation dX(t) =...
Beznea L, Boboc N, Röckner M. Markov processes associated with L-p-resolvents and applications to st...
We study transition semigroups and Kolmogorov equations corresponding to stochastic semilinear equat...
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...
[5] A. Chojnowska-Michalik and B. Goldys, Existence, uniqueness and in-variant measures for stochast...
Let X be a real separable Hilbert space. Let Q be a linear, bounded, positive and compact operator o...
AbstractWe study transition semigroups and Kolmogorov equations corresponding to stochastic semiline...
Let X be a separable Hilbert space with norm ∥ ⋅ ∥ and let T > 0. Let Q be a linear, self-adjoint...
Let X be a separable Hilbert space with norm ∥ ⋅ ∥ and let T > 0. Let Q be a linear, self-adjoint...
AbstractWe prove a smoothing property and the irreducibility of transition semigroups corresponding ...
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...
Let X be a real separable Hilbert space. Let C be a linear, bounded, non-negative self-adjoint opera...
We investigate the transition semigroup of the solution to a sto-chastic evolution equation dX(t) =...
Beznea L, Boboc N, Röckner M. Markov processes associated with L-p-resolvents and applications to st...
We study transition semigroups and Kolmogorov equations corresponding to stochastic semilinear equat...
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...
[5] A. Chojnowska-Michalik and B. Goldys, Existence, uniqueness and in-variant measures for stochast...
Let X be a real separable Hilbert space. Let Q be a linear, bounded, positive and compact operator o...
AbstractWe study transition semigroups and Kolmogorov equations corresponding to stochastic semiline...
Let X be a separable Hilbert space with norm ∥ ⋅ ∥ and let T > 0. Let Q be a linear, self-adjoint...
Let X be a separable Hilbert space with norm ∥ ⋅ ∥ and let T > 0. Let Q be a linear, self-adjoint...