Perturbation for a class of transition semigroups on the Hölder space \(C_{b,\mathrm{loc}}^{\theta}(H)\) (Q819677): Difference between revisions

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Perturbation for a class of transition semigroups on the Hölder space \(C_{b,\mathrm{loc}}^{\theta}(H)\)
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    Perturbation for a class of transition semigroups on the Hölder space \(C_{b,\mathrm{loc}}^{\theta}(H)\) (English)
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    29 March 2006
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    Let \(H\) be a separable Hilbert space and \(R_t\) be a semigroup which arises as Markov transition semigroup of the infinite-dimensional SDE \[ dX_t = AX_t\,dt + dW_t,\quad X_0=x\in H, \] where \(W_t\) is cylindrical Brownian motion and \(A\) is a strictly negative self-adjoint operator in \(H\) such that \(A^{-1}\) exists and is a trace class operator. In general, \(R_t\) is not (even in nice spaces) strongly continuous and many standard techniques from semigroup theory do not apply. In the present paper, the authors work in the space of locally Hölder continuous functions over \(H\) and use the recently developed theory of bi-continuous semigroups to study perturbations of (the generator \(L\) of) \(R_t\) by nonlinear drifts of the type \[ B\phi(x) = \langle F(x), (-A)^\gamma D\phi(x)\rangle, \quad x\in H, \] where \(F:H\to H\) is a Hölder continuous function and \(\gamma\in [0,1/2)\). The authors prove that \(R_t\) is indeed a bi-continuous semigroup on the space of locally Hölder continuous functions. Using standard perturbation methods based on Miyadera--Voigt techniques for bi-continuous semigroups, the authors show as their main result that, under certain conditions, \(L+B\) again generates a bi-continuous semigroup on the locally Hölder continuous functions. Finally, some properties of the perturbed semigroup are studied, e.g., mapping and regularity properties (in the scale of Hölder continuous functions), resolvent estimates and the possibility to iterate the perturbation.
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    abstract semigroup theory
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    perturbation theory
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    Ornstein-Uhlenbeck semigroups
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    Markov transition semigroups
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    bi-continuous semigroups
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    Hölder spaces
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