Differentiable perturbations of Ornstein-Uhlenbeck operators

zbMATH Open1203.47005arXiv0705.3126MaRDI QIDQ3064595FDOQ3064595

Authors: Luigi Manca 

Publication date: 22 December 2010

Abstract: We prove an extension theorem for a small perturbation of the Ornstein-Uhlenbeck operator $(L,D(L))$ in the space of all uniformly continuous and bounded functions $f:HoRset$, where $H$ is a separable Hilbert space. We consider a perturbation of the form $N_{0}phi=Lphi+<Dphi,F>$ where $F:HoH$ is bounded and Fr'echet differentiable with uniformly continuous and bounded differential. Hence, we prove that $N_0$ is $m$-dissipative and its closure in $C_b(H)$ coincides with the infinitesimal generator of a diffusion semigroup associated to a stochastic differential equation in $H$.

Full work available at URL: https://arxiv.org/abs/0705.3126

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Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Perturbation theory of linear operators (47A55) Linear operators on function spaces (general) (47B38) General theory of partial differential operators (47F05) Nonlinear functional analysis (46T99)

Cited In (7)

• A spectral mapping theorem for perturbed Ornstein-Uhlenbeck operators on \(L^2(\mathbb{R}^d)\)
• Perturbation for a class of transition semigroups on the Hölder space \(C_{b,\mathrm{loc}}^{\theta}(H)\)
• Elliptic operators related to infinite dimensional dissipative systems
• On the essential self-adjointness of perturbed Ornstein-Uhlenbeck operators on Hilbert spaces.
• Regularity of solutions to Kolmogorov equations with perturbed drifts
• Differentiable perturbation of unbounded operators
• Title not available (Why is that?)

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