Diffusion semigroups in spaces of continuous functions with mixed topology (Q5945590): Difference between revisions

The authors investigate the transition semigroup \(P_t\) associated to the stochastic semilinear differential equation \[ dX=(AX+ F(X)) dt + \sqrt{Q} dW, \qquad X(0)=x, \] on a separable Hilbert space \(H\). Under conditions which also guarantee the existence and uniqueness of the solution, the authors prove the strong continuity at zero and local equicontinuity of \(P_t\) in \(C_m(H)\), which denotes the space of real-valued continuous functions \(\Phi\) on \(H\) with \(\sup_{x\in H}|\Phi(x)|/ 1+\|x\|^m <\infty\) and endowed with the so-called mixed topology. The result is applied to characterize cores of certain second-order differential operators in such spaces and to show that they have unique extensions to generators of strongly continuous semigroups.