A Lie-Trotter product formula for Ornstein-Uhlenbeck semigroups in infinite dimensions

zbMATH Open1060.35155MaRDI QIDQ1885331FDOQ1885331

Authors Franziska Kühnemund, Jan van Neerven 

Publication date 28 October 2004

Published in Journal of Evolution Equations (Search for Journal in Brave)

zbMATH Keywords

Brownian motionBanach space\(C_0\)-semigroupstochastic linear Cauchy problem

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Markov semigroups and applications to diffusion processes (47D07) Transition functions, generators and resolvents (60J35) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15)

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Cited In (5)

• Kolmogorov equations in infinite dimensions: well-posedness and regularity of solutions, with applications to stochastic generalized Burgers equations
• Perturbation for a class of transition semigroups on the Hölder space \(C_{b,\mathrm{loc}}^{\theta}(H)\)
• Rational approximation schemes for bi-continuous semigroups
• Trotter--Kato theorems for bi-continuous semigroups and applications to Feller semigroups.
• A Pettis-type integral and applications to transition semigroups.

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