We consider a semigroup acting on real-valued functions defined in a Hilbert space H, arising as a transition semigroup of a given stochastic process in H. We find sufficient conditions for analyticity of the semigroup in the space, where μ is a gaussian measure in H, intrinsically related to the process. We show that the infinitesimal generator of the semigroup is associated with a bilinear closed coercive form in . A closability criterion for such forms is presented. Examples are also given.
@article{bwmeta1.element.bwnjournal-article-smv115i1p53bwm,
author = {Marco Fuhrman},
title = {Analyticity of transition semigroups and closability of bilinear forms in Hilbert spaces},
journal = {Studia Mathematica},
volume = {113},
year = {1995},
pages = {53-71},
zbl = {0830.47033},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-smv115i1p53bwm}
}
Fuhrman, Marco. Analyticity of transition semigroups and closability of bilinear forms in Hilbert spaces. Studia Mathematica, Tome 113 (1995) pp. 53-71. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-smv115i1p53bwm/
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