Perturbation for a class of transition semigroups on the Hölder space C_b,loc^(H)

DOI10.1016/J.JMAA.2005.04.024MaRDI QIDQ819677zbMATH OpenOpenAlexFDO

Authors Abdelhadi Es-Sarhir, Bálint Farkas

Publication date 29 March 2006

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2005.04.024

zbMATH Keywords

abstract semigroup theorybi-continuous semigroupsHölder spacesMarkov transition semigroupsOrnstein-Uhlenbeck semigroupsperturbation theory

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Perturbation theory of linear operators (47A55) Markov semigroups and applications to diffusion processes (47D07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Transition functions, generators and resolvents (60J35)

Review text

Let \(H\) be a separable Hilbert space and \(R_t\) be a semigroup which arises as Markov transition semigroup of the infinite-dimensional SDE \[ dX_t = AX_t\,dt + dW_t,\quad X_0=x\in H, \] where \(W_t\) is cylindrical Brownian motion and \(A\) is a strictly negative self-adjoint operator in \(H\) such that \(A^{-1}\) exists and is a trace class operator. In general, \(R_t\) is not (even in nice spaces) strongly continuous and many standard techniques from semigroup theory do not apply. In the present paper, the authors work in the space of locally Hölder continuous functions over \(H\) and use the recently developed theory of bi-continuous semigroups to study perturbations of (the generator \(L\) of) \(R_t\) by nonlinear drifts of the type \[ B\phi(x) = \langle F(x), (-A)^\gamma D\phi(x)\rangle, \quad x\in H, \] where \(F:H\to H\) is a Hölder continuous function and \(\gamma\in [0,1/2)\). The authors prove that \(R_t\) is indeed a bi-continuous semigroup on the space of locally Hölder continuous functions. Using standard perturbation methods based on Miyadera--Voigt techniques for bi-continuous semigroups, the authors show as their main result that, under certain conditions, \(L+B\) again generates a bi-continuous semigroup on the locally Hölder continuous functions. Finally, some properties of the perturbed semigroup are studied, e.g., mapping and regularity properties (in the scale of Hölder continuous functions), resolvent estimates and the possibility to iterate the perturbation.

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Cited in

(12)

• Maximal dissipativity of Kolmogorov operators with Cahn--Hilliard type drift term
• Perturbations of bi-continuous semigroups with applications to transition semigroups on C_b(H)
• On equicontinuity and tightness of bi-continuous semigroups
• The abstract Cauchy problem in locally convex spaces
• A Lumer-Phillips type generation theorem for bi-continuous semigroups
• \(C_0\)-sequentially equicontinuous semigroups
• Adjoint bi-continuous semigroups and semigroups on the space of measures.
• SOBOLEV REGULARITY OF INVARIANT MEASURES FOR GENERALIZED ORNSTEIN–UHLENBECK OPERATORS
• A note on the Lumer-Phillips theorem for bi-continuous semigroups
• Mixed topologies on Saks spaces of vector-valued functions
• On bi-continuous cosine families
• Invariant measures and regularity properties of perturbed Ornstein--Uhlenbeck semigroups

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