Regularizing properties of (non-Gaussian) transition semigroups in Hilbert spaces
Abstract
Let be a separable Hilbert space with norm and let . Let be a linear, self-adjoint, positive, trace class operator on , let be a (smooth enough) function and let be a -valued cylindrical Wiener process. For we consider the operator . We are interested in the mild solution of the semilinear stochastic partial differential equation \begin{gather*} \left\{\begin{array}{ll} dX(t,x)=\big(AX(t,x)+F(X(t,x))\big)dt+ Q^{\alpha}dW(t), & t\in(0,T];\\ X(0,x)=x\in \mathcal{X}, \end{array}\right. \end{gather*} and in its associated transition semigroup \begin{align*} P(t)\varphi(x):=\mathbb{E}[\varphi(X(t,x))], \qquad \varphi\in B_b(\mathcal{X}),\ t\in[0,T],\ x\in \mathcal{X}; \end{align*} where is the space of the bounded and Borel measurable functions. We will show that under suitable hypotheses on and , enjoys regularizing properties, along a continuously embedded subspace of . More precisely there exists such that for every , , and it holds
Cite
@article{arxiv.2003.05195,
title = {Regularizing properties of (non-Gaussian) transition semigroups in Hilbert spaces},
author = {D. A. Bignamini and S. Ferrari},
journal= {arXiv preprint arXiv:2003.05195},
year = {2024}
}