A Lie-Trotter product formula for Ornstein-Uhlenbeck semigroups in infinite dimensions (Q1885331)
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| Language | Label | Description | Also known as |
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| English | A Lie-Trotter product formula for Ornstein-Uhlenbeck semigroups in infinite dimensions |
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A Lie-Trotter product formula for Ornstein-Uhlenbeck semigroups in infinite dimensions (English)
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28 October 2004
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The authors prove a Lie-Trotter product formula for the Orenstein-Uhlenbeck semigroup associated with the stochastic linear Cauchy problem \[ \begin{aligned} dX(t) &= AX(t)\,dt+ dW(t),\quad t\geq 0,\\ X(0) &= x_0,\end{aligned} \] where \(A\) is the generator of a \(C_0\)-semigroup on a separable real Banach space \(E\) and \(\{W(t)\}_{t\geq 0}\) is an \(E\)-valued Brownian motion.
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stochastic linear Cauchy problem
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\(C_0\)-semigroup
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Banach space
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Brownian motion
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