On perturbations of symmetric gaussian diffusions
作者:
Giuseppe Da Prato,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 1999)
卷期:
Volume 17,
issue 3
页码: 369-381
ISSN:0736-2994
年代: 1999
DOI:10.1080/07362999908809607
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
We consider the transition semigroup associated with a Ornstein–Uhlenbeck process in a Hilbert spaceH. We characterize, under suitable assumptions, the domain ofAas a subspace ofW2,2(H;μ), where μ is the invariant measure associated to Rt. This characterization is then used to study some nonlinear perturbations of the process
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