On the continuity of Ornstein-Uhlenbeck processes in infinite dimensions (Q1203900): Difference between revisions

Let \(B'\hookrightarrow H\hookrightarrow B\) be an abstract Wiener space, \((S(t),t\geq 0)\) be a measureable semigroup (nonnecessarily \(C_ 0)\) acting either on \(H\) or on \(B\). Let \(A\) denote the infinitesimal generator of \(S(t)\), \((W_ t)\) a \(B\)-valued Wiener process such that the reproducing kernel Hilbert space of the law of \(W_ 1\) is equal to \(H\). We give sufficient conditions on the action of \(S(t)\), either on \(H\) or on \(B\), to ensure the existence and the continuity of a \(B\)-valued process \((X_ t,t\in[0,1])\) solution of the equation \[ dX_ t=AX_ tdt+dW_ t,\quad X_ 0=0\text{ a.s.} \] Our results extend those proved by \textit{A. Antoniadis} and \textit{R. Carmona} [ibid. 74, 31-54 (1986; Zbl 0586.60073)], \textit{G. da Prato}, \textit{S. Kwapién} and \textit{J. Zabczyk} [Stochastics 23, 1-23 (1987; Zbl 0634.60053)] and \textit{P. Kotelenez} [ibid. 21, 345-358 (1987; Zbl 0622.60065)]. We also investigate the interplay between the existence and the continuity of \((X_ t)\). More precisely, we prove that when \(A\) is a self-adjoint strictly negative operator on \(H\), the existence and the continuity of \((X_ t)\) are equivalent if and only if \(A\) is bounded.