Transition semigroups for stochastic semilinear equations on Hilbert spaces (Q2760593)

From MaRDI portal





scientific article; zbMATH DE number 1682112
Language Label Description Also known as
English
Transition semigroups for stochastic semilinear equations on Hilbert spaces
scientific article; zbMATH DE number 1682112

    Statements

    Transition semigroups for stochastic semilinear equations on Hilbert spaces (English)
    0 references
    13 December 2001
    0 references
    transition semigroups
    0 references
    stochastic semilinear equations
    0 references
    Girsanov transform
    0 references
    hyperboundedness
    0 references
    log Sobolev inequality
    0 references
    invariant measure
    0 references
    density
    0 references
    Transition semigroups of stochastic equations of the type \(dX_t=[AX_t+F(X_t)]dt+BdW_t\) on a Hilbert space \(H\) are studied. The author considers a large class of measurable nonlinearities \(F\) mapping \(H\) into \(H\) including all functions of linear growth. Assuming the existence of an invariant measure \(\mu\) of the corresponding non-symmetric Ornstein-Uhlenbeck process, the author proves the existence of a transition semigroup \((P_t)\) in \(L^p(H,\mu)\) for the equations. Sufficient conditions are provided for hyperboundedness of \(P_t\) and for the log-Sobolev inequality to hold. Moreover, sufficient and necessary conditions are derived in case of bounded nonlinearities. The hyperboundedness of \(P_t\) is important to verify the existence of invariant measures with density. A further result is the existence, uniqueness, and some regularity of the invariant density for \((P_t)\). The domain of the generator of \(P_t\) is also characterized. The author neither assumes strong Feller properties nor the existence of an associated Dirichlet form. The proofs rely mainly on Girsanov transform and Miyadera perturbations. The first one provides estimates for the norm, and the second one provides information about the domain of the generator.
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references