Differentiable perturbations of Ornstein-Uhlenbeck operators

MaRDI QIDQ3064595zbMATH OpenFDO

Authors Luigi Manca

Publication date 22 December 2010

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

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)

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 $H$.

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Cited in

(7)

• Regularity of solutions to Kolmogorov equations with perturbed drifts
• A spectral mapping theorem for perturbed Ornstein-Uhlenbeck operators on \(L^2(\mathbb{R}^d)\)
• scientific article; zbMATH DE number 1996150 (Why is no real title available?)
• On the essential self-adjointness of perturbed Ornstein-Uhlenbeck operators on Hilbert spaces.
• Perturbation for a class of transition semigroups on the Hölder space \(C_{b,\mathrm{loc}}^{\theta}(H)\)
• Differentiable perturbation of unbounded operators
• Elliptic operators related to infinite dimensional dissipative systems

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