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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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