A Lie-Trotter product formula for Ornstein-Uhlenbeck semigroups in infinite dimensions
type: Item
instance of: scholarly article
title: A Lie-Trotter product formula for Ornstein-Uhlenbeck semigroups in infinite dimensions
zbMATH Open document ID: 1060.35155
author: Franziska Kühnemund
author: Jan van Neerven
published in: Journal of Evolution Equations
publication date: 2004-10-28T00:00:00Z
review text: The authors prove a Lie-Trotter product formula for the Orenstein-Uhlenbeck semigroup associated with the stochastic linear Cauchy problem \[ \begin{aligned} dX(t) &= AX(t)\,dt+ dW(t),\quad t\geq 0,\\ X(0) &= x_0,\end{aligned} \] where \(A\) is the generator of a \(C_0\)-semigroup on a separable real Banach space \(E\) and \(\{W(t)\}_{t\geq 0}\) is an \(E\)-valued Brownian motion.
Mathematics Subject Classification ID: 35R15
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 47D07
Mathematics Subject Classification ID: 60J35
zbMATH DE Number: 2111542
zbMATH Keywords: stochastic linear Cauchy problem
zbMATH Keywords: \(C_0\)-semigroup
zbMATH Keywords: Banach space
zbMATH Keywords: Brownian motion
reviewed by: Stanisław Wedrychowicz
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 2111542