Diffusion semigroups in spaces of continuous functions with mixed topology (Q5945590)

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scientific article; zbMATH DE number 1657257
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Diffusion semigroups in spaces of continuous functions with mixed topology
scientific article; zbMATH DE number 1657257

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    Diffusion semigroups in spaces of continuous functions with mixed topology (English)
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    9 January 2003
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    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.
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    transition semigroup
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    stochastic semilinear differential equation
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    mixed topology
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