Analyticity of transition semigroups and closability of bilinear forms in Hilbert spaces
Studia Mathematica, Tome 115 (1995) no. 1, pp. 53-71
We consider a semigroup acting on real-valued functions defined in a Hilbert space H, arising as a transition semigroup of a given stochastic process in H. We find sufficient conditions for analyticity of the semigroup in the $L^2(μ)$ space, where μ is a gaussian measure in H, intrinsically related to the process. We show that the infinitesimal generator of the semigroup is associated with a bilinear closed coercive form in $L^2(μ)$. A closability criterion for such forms is presented. Examples are also given.
@article{10_4064_sm_115_1_53_71,
author = {Marco Fuhrman},
title = {Analyticity of transition semigroups and closability of bilinear forms in {Hilbert} spaces},
journal = {Studia Mathematica},
pages = {53--71},
year = {1995},
volume = {115},
number = {1},
doi = {10.4064/sm-115-1-53-71},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.4064/sm-115-1-53-71/}
}
TY - JOUR AU - Marco Fuhrman TI - Analyticity of transition semigroups and closability of bilinear forms in Hilbert spaces JO - Studia Mathematica PY - 1995 SP - 53 EP - 71 VL - 115 IS - 1 UR - http://geodesic.mathdoc.fr/articles/10.4064/sm-115-1-53-71/ DO - 10.4064/sm-115-1-53-71 LA - en ID - 10_4064_sm_115_1_53_71 ER -
Marco Fuhrman. Analyticity of transition semigroups and closability of bilinear forms in Hilbert spaces. Studia Mathematica, Tome 115 (1995) no. 1, pp. 53-71. doi: 10.4064/sm-115-1-53-71
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