$L^2$-theory for transitions semigroups associated to dissipative systems
Abstract
Let be a real separable Hilbert space. Let be a linear, bounded and positive operator on and let be the infinitesimal generator of a strongly continuous semigroup on . Let be a -valued cylindrical Wiener process on a filtered (normal) probability space . Let be a smooth enough function. Under suitable conditions on , and the following semilinear stochastic partial differential equation \begin{gather*} \begin{cases} dX(t,x)=\big(AX(t,x)+F(X(t,x))\big)dt+ \sqrt{C}dW(t), & t>0;\\ X(0,x)=x\in \mathcal{X}, \end{cases} \end{gather*} has a unique generalized mild solution . We consider the transition semigroup defined by \begin{align*} P(t)\varphi(x):=\mathbb{E}[\varphi(X(t,x))], \qquad \varphi\in B_b(\mathcal{X}),\ t\geq 0,\ x\in \mathcal{X}. \end{align*} If is an open set of , we consider the stopped semigroup defined by \begin{equation*} P^{\mathcal{O}}(t)\varphi(x):=\mathbb{E}\left[\varphi(X(t,x))\mathbb{I}_{\{\omega\in\Omega\; :\;\tau_x(\omega)> t\}}\right],\quad \varphi\in B_b(\mathcal{O}),\; x\in\mathcal{O},\; t>0 \end{equation*} where is the stopping time defined by \begin{equation*} \tau_x=\inf\{ s> 0\; : \; X(s,x)\in \mathcal{O}^c \}. \end{equation*} We will study the infinitesimal generators of and in and respectively, where is the unique invariant measure of . We will focus on investigating how these two semigroups are related to the operator formally defined by \begin{equation*} N\varphi(x):=\frac{1}{2}\mbox{Tr}[C\nabla^2\varphi(x)]+\langle Ax+F(x), \nabla\varphi(x) \rangle. \end{equation*}
Cite
@article{arxiv.2110.05271,
title = {$L^2$-theory for transitions semigroups associated to dissipative systems},
author = {Davide A. Bignamini},
journal= {arXiv preprint arXiv:2110.05271},
year = {2021}
}