Emergence of Freidlin-Wentzell's transmission conditions as a result of a singular perturbation of a semigroup

convergence of semigroups cosine families differential operators with transmission conditions Freidlin-Wentzell's transmission conditions method of images strongly-continuous semigroup

Mathematics Subject Classification ID

Groups and semigroups of linear operators (47D03) Markov semigroups and applications to diffusion processes (47D07) General theory of partial differential operators (47F05)

Review text

The semigroup setup is as follows. The operators \(\{A_n\}\) are infinitesimal generators of equibounded semigroups \(\{e^{t A_n}: t \geq 0\}\) in a Banach space \(X\) and \(Q\) generates a strongly continuous semigroup \(\{e^{tQ}: t \geq 0\}\) such that \[ \lim_{t \to \infty} e^{tQ}x = Px \quad (x \in X) \] exists (it follows that \(P\) is a bounded idempotent operator). Let \(A\) be an operator in \(X,\) \(D \subset D(X)\) such that for every \(x \in D\) there exists \(\{x_n\},\) \(x_n \in D(A_n)\), with \[ \lim_{n \to \infty} x_n = x \, , \quad \lim_{n \to \infty} A_n x_n = Ax \quad (x \in X). \] A result due to \textit{T. G. Kurtz} [J. Funct. Anal. 12, 55--67 (1973; Zbl 0246.47053)] shows that, under various additional conditions relating the \(A_n\) and \(Q\), we have \[ \lim _{n \to \infty} e^{tA_n}x = e^{t \overline{PA}}Px \quad (x \in X, \;t > 0). \] This result is applied to a sequence of diffusions which was one of the main motivations for an averaging principle due to \textit{M. I. Freidlin} and \textit{A. D. Wentzell} [Ann. Probab. 21, No. 4, 2215--2245 (1993; Zbl 0795.60042)].

Recommendations

Cites work

Cited in

(5)

This page was built for publication: Emergence of Freidlin-Wentzell's transmission conditions as a result of a singular perturbation of a semigroup

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q284635)