On perturbations of symmetric gaussian diffusions (Q4248568)

One denotes by \(S(t)\) a strongly continuous semigroup on a Hilbert space \(H\), by \(A\) the infinitesimal generator of \(S(t)\), and by \(W\) a Wiener process on \(H\) with the covariance operator \(Q\). One takes the Ornstein-Uhlenbeck type process \[ Z(t,x)=S(t)x+\int_{0}^{t}S(s)Fds+\int_{0}^{t}S(t-s)\sqrt{Q}dW(s) \] [see also \textit{G. Da Prato} and \textit{J. Zabczyk}, ``Ergodicity for infinite dimensional systems'' (1996; Zbl 0849.60052)], and then the transition semigroup of this process is given by \(P_{t}\varphi(x)= E\varphi(Z(t,x))\). Moreover, formally, the operator \[ L\varphi(x)=\frac{1}{2} \text{tr}(QD^{2}\varphi(x))+ \langle Ax+F,D\varphi(x)\rangle \] is the infinitesimal generator of \(P(t)\), and the function \(u(t,x)=P_{t}\varphi(x)\) is in some sense a solution to the Kolmogorov equation \[ \frac{du}{dt}(t,x)=\frac{1}{2}\text{tr}(QD^{2}u(t,x)t)+ \langle Ax+F,Du(t,x)\rangle \] with initial condition \(u(0,x)=\varphi(x)\). Here \(D\varphi\) denotes the Fréchet derivative of \(\varphi\) [see also \textit{A. Chojnowska-Michalik} and \textit{B. Goldys}, Probab. Theory Relat. Fields 102, No. 3, 331-356 (1995; Zbl 0859.60057)]. The authors characterize as a subspace of the Sobolev space \(W^{2,2}(H)\) the domain of the generator \(L\) in the \(L^{2}\) space with respect to the invariant measure \(\mu\) of the Ornstein-Uhlenbeck type process (under the additional assumption that a nondegenerate invariant measure exists). The complete characterization of the domain in the symmetric case and some information about the domain for an unbounded perturbation of a symmetric operator are given. This characterization is then used to study some nonlinear perturbations of the process.