The stochastic Weiss conjecture for bounded analytic semigroups

DOI10.1112/JLMS/JDT003MaRDI QIDQ2843987zbMATH OpenOpenAlexWikidataFDO

Authors Jamil Abreu, Bernhard Haak, Jan van Neerven

Publication date 27 August 2013

Published in Journal of the London Mathematical Society. Second Series (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1206.3656

zbMATH Keywords

Banach spaceGaussian sum nullh-cylindrical Brownian motionHilbert spacestochastic Weiss conjecture

Mathematics Subject Classification ID

PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15) Probabilistic methods in Banach space theory (46B09) Linear operators belonging to operator ideals (nuclear, (p)-summing, in the Schatten-von Neumann classes, etc.) (47B10) One-parameter semigroups and linear evolution equations (47D06) Operator-theoretic methods (93B28)

Abstract: Suppose -A admits a bounded H-infinity calculus of angle less than pi/2 on a Banach space E with Pisier's property (alpha), let B be a bounded linear operator from a Hilbert space H into the extrapolation space E_{-1} of E with respect to A, and let W_H denote an H-cylindrical Brownian motion. Let gamma(H,E) denote the space of all gamma-radonifying operators from H to E. We prove that the following assertions are equivalent: (i) the stochastic Cauchy problem dU(t) = AU(t)dt + BdW_H(t) admits an invariant measure on E; (ii) (-A)^{-1/2} B belongs to gamma(H,E); (iii) the Gaussian sum sum_{ninmathbb{Z}} gamma_n 2^{n/2} R(2^n,A)B converges in gamma(H,E) in probability. This solves the stochastic Weiss conjecture proposed recently by the second and third named authors.

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