English

Regularizing properties of (non-Gaussian) transition semigroups in Hilbert spaces

Analysis of PDEs 2024-04-02 v2 Probability

Abstract

Let X\mathcal{X} be a separable Hilbert space with norm \|\cdot\| and let T>0T>0. Let QQ be a linear, self-adjoint, positive, trace class operator on X\mathcal{X}, let F:XXF:\mathcal{X}\rightarrow \mathcal{X} be a (smooth enough) function and let W(t)W(t) be a X\mathcal{X}-valued cylindrical Wiener process. For α[0,1/2]\alpha\in [0,1/2] we consider the operator A:=(1/2)Q2α1:Q12α(X)XXA:=-(1/2)Q^{2\alpha-1}:Q^{1-2\alpha}(\mathcal{X})\subseteq \mathcal{X}\rightarrow \mathcal{X}. We are interested in the mild solution X(t,x)X(t,x) 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 Bb(X)B_b(\mathcal{X}) is the space of the bounded and Borel measurable functions. We will show that under suitable hypotheses on QQ and FF, P(t)P(t) enjoys regularizing properties, along a continuously embedded subspace of X\mathcal{X}. More precisely there exists K:=K(F,T)>0K:=K(F,T)>0 such that for every φBb(X)\varphi\in B_b(\mathcal{X}), xXx\in \mathcal{X}, t(0,T]t\in(0,T] and hQα(X)h\in Q^\alpha(\mathcal{X}) it holds P(t)φ(x+h)P(t)φ(x)Kt1/2Qαh.|P(t)\varphi(x+h)-P(t)\varphi(x)|\leq Kt^{-1/2}\|Q^{-\alpha}h\|.

Keywords

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}
}
R2 v1 2026-06-23T14:11:21.505Z