DIFFERENTIABLE PERTURBATIONS OF ORNSTEIN-UHLENBECK OPERATORS

TitleDIFFERENTIABLE PERTURBATIONS OF ORNSTEIN-UHLENBECK OPERATORS
Publication TypeJournal Article
Year of Publication2008
AuthorsMANCA L.
JournalDynamic Systems and Applications
Volume17
Start Page435
Pagination9
Date Published2008
ISSN1056-2176
AMS Subject Classification47A55, 47B38
Abstract

We prove an extension theorem for a small perturbation of the Ornstein-Uhlenbeck operator (L, D(L)) in the space of all uniformly continuous and bounded functions f : H → R, where H is a separable Hilbert space. We consider a perturbation of the form N0ϕ = Lϕ + (Dϕ, F) where F : H → H is bounded and Fréchet differentiable with uniformly continuous and bounded differential. Hence, we prove that N0 is essentially m-dissipative and its closure in Cb(H) coincides with the infinitesimal generator of a diffusion semigroup associated to a stochastic differential equation in H.

PDFhttps://acadsol.eu/dsa/articles/17/DSA-2007-435-444.pdf
Refereed DesignationRefereed