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$L^2$-theory for transitions semigroups associated to dissipative systems

Probability 2021-10-12 v1

Abstract

Let X\mathcal{X} be a real separable Hilbert space. Let CC be a linear, bounded and positive operator on X\mathcal{X} and let AA be the infinitesimal generator of a strongly continuous semigroup on X\mathcal{X}. Let {W(t)}t0\{W(t)\}_{t\geq 0} be a X\mathcal{X}-valued cylindrical Wiener process on a filtered (normal) probability space (Ω,F,{Ft}t0,P)(\Omega,\mathcal{F},\{\mathcal{F}_t\}_{t\geq 0},\mathbb{P}). Let F:D(F)XXF:D(F)\subseteq\mathcal{X}\rightarrow\mathcal{X} be a smooth enough function. Under suitable conditions on AA, CC and FF 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 {X(t,x)}t0\{X(t,x)\}_{t\geq 0}. 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 O\mathcal{O} is an open set of X\mathcal{X}, 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 τx\tau_x 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 P(t)P(t) and PO(t)P^{\mathcal{O}}(t) in L2(X,ν)L^2(\mathcal{X},\nu) and L2(O,ν)L^2(\mathcal{O},\nu) respectively, where ν\nu is the unique invariant measure of P(t)P(t). 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*}

Keywords

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}
}
R2 v1 2026-06-24T06:47:36.142Z