We study regularizing properties for transition semigroups related to Ornstein Uhlenbeck processes with values in a Banach space E which is continuously and densely embedded in a real and separable Hilbert space H. Namely we study conditions under which the transition semigroup maps continuous and bounded functions into differentiable functions. Via a Girsanov type theorem such properties extend to perturbed Ornstein Uhlenbeck processes. We apply the results to solve in mild sense semilinear versions of Kolmogorov equations in E.
Masiero, F. (2007). Regularizing properties for transition semigroups and semilinear parabolic equations in Banach spaces. ELECTRONIC JOURNAL OF PROBABILITY, 12, 387-419 [10.1214/EJP.v12-401].
Regularizing properties for transition semigroups and semilinear parabolic equations in Banach spaces
MASIERO, FEDERICA
2007
Abstract
We study regularizing properties for transition semigroups related to Ornstein Uhlenbeck processes with values in a Banach space E which is continuously and densely embedded in a real and separable Hilbert space H. Namely we study conditions under which the transition semigroup maps continuous and bounded functions into differentiable functions. Via a Girsanov type theorem such properties extend to perturbed Ornstein Uhlenbeck processes. We apply the results to solve in mild sense semilinear versions of Kolmogorov equations in E.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.