Analyticity of transition semigroups and closability of bilinear forms in Hilbert spaces
Studia Mathematica, Tome 115 (1995) no. 1, p. 53.
Voir la notice de l'article dans European Digital Mathematics Library
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.
Classification :
47D07, 60J35
Mots-clés : semigroup acting on real-valued functions defined in a Hilbert space, transition semigroup, stochastic process, Gaussian measure, bilinear closed coercive form, closability criterion
Mots-clés : semigroup acting on real-valued functions defined in a Hilbert space, transition semigroup, stochastic process, Gaussian measure, bilinear closed coercive form, closability criterion
@article{STUMA_1995__115_1_216198, author = {Marco Fuhrman}, title = {Analyticity of transition semigroups and closability of bilinear forms in {Hilbert} spaces}, journal = {Studia Mathematica}, pages = {53}, publisher = {mathdoc}, volume = {115}, number = {1}, year = {1995}, zbl = {0830.47033}, language = {en}, url = {https://geodesic-test.mathdoc.fr/item/STUMA_1995__115_1_216198/} }
TY - JOUR AU - Marco Fuhrman TI - Analyticity of transition semigroups and closability of bilinear forms in Hilbert spaces JO - Studia Mathematica PY - 1995 SP - 53 VL - 115 IS - 1 PB - mathdoc UR - https://geodesic-test.mathdoc.fr/item/STUMA_1995__115_1_216198/ LA - en ID - STUMA_1995__115_1_216198 ER -
Marco Fuhrman. Analyticity of transition semigroups and closability of bilinear forms in Hilbert spaces. Studia Mathematica, Tome 115 (1995) no. 1, p. 53. https://geodesic-test.mathdoc.fr/item/STUMA_1995__115_1_216198/