Chernoff's theorem for evolution families

MaRDI QIDQ6206030zbMATH OpenFDO

Authors Evelina Shamarova

Publication date 27 June 2007

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) One-parameter semigroups and linear evolution equations (47D06)

Abstract: A generalized version of Chernoff's theorem has been obtained. Namely, the version of Chernoff's theorem for semigroups obtained in a paper by Smolyanov, Weizsaecker, and Wittich is generalized for a time-inhomogeneous case. The main theorem obtained in the current paper, Chernoff's theorem for evolution families, deals with a family of time-dependent generators of semigroups $A_t$ on a Banach space, a two-parameter family of operators $Q_{t,t+Deltat}$ satisfying the relation: $fracpartialpartialDeltat{Q}_{t,t+Deltat}{|}_{Deltat=0}=A_t$, whose products $Q_{t_i,t_{i+1}}\mathrm{...}{Q}_{t_{k-1},t_k}$ are uniformly bounded for all subpartitions $s=t_0<t_1<>\mathrm{...}<t_n=t$. The theorem states that $Q_{t_0,t_1}\mathrm{...}{Q}_{t_{n-1},t_n}$ converges to an evolution family $U(s,t)$ solving a non-autonomous Cauchy problem. Furthermore, the theorem is formulated for a particular case when the generators $A_t$ are time dependent second order differential operators. Finally, an example of application of this theorem to a construction of time-inhomogeneous diffusions on a compact Riemannian manifold is given. Keywords: Chernoff's theorem, evolution family, strongly continuous semigroup, evolution families generated by manifold valued stochastic processes.

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