Markov processes associated with L p -resolvents and applications to stochastic differential equations on Hilbert space期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

Markov processes associated with L p -resolvents and applications to stochastic differential equations on Hilbert space

Authors:	Lucian Beznea Nicu Boboc Michael Röckner

Affiliation:	1. Institute of Mathematics “Simion Stoilow” of the Romanian Academy, P.O. Box 1-764, RO-014700, Bucharest, Romania 2. Faculty of Mathematics and Informatics, University of Bucharest, str. Academiei 14, RO-010014, Bucharest, Romania 3. Fakult?t für Mathematik, Universit?t Bielefeld, Postfach 100 131, D-33501, Bielefeld, Germany 4. Dept. of Math and Statistics, Purdue University, 150 N. University st., West Lafayette, IN, 47907-2067, USA

Abstract:	We give general conditions on a generator of a C₀-semigroup (resp. of a C₀-resolvent) on L^p(E,μ), p ≥ 1, where E is an arbitrary (Lusin) topological space and μ a σ-finite measure on its Borel σ-algebra, so that it generates a sufficiently regular Markov process on E. We present a general method how these conditions can be checked in many situations. Applications to solve stochastic differential equations on Hilbert space in the sense of a martingale problem are given. Dedicated to Giuseppe Da Prato on the occasion of his 70th birthday

Keywords:	60J45 60J40 60J35 47D07 31C25
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