Regularizing properties of (non-Gaussian) transition semigroups in Hilbert spaces
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2020
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| author | Bignamini, D. A. Ferrari, S. |
| author_facet | Bignamini, D. A. Ferrari, S. |
| contents | Let $\mathcal{X}$ be a separable Hilbert space with norm $\|\cdot\|$ and let $T>0$. Let $Q$ be a linear, self-adjoint, positive, trace class operator on $\mathcal{X}$, let $F:\mathcal{X}\rightarrow \mathcal{X}$ be a (smooth enough) function and let $W(t)$ be a $\mathcal{X}$-valued cylindrical Wiener process. For $α\in [0,1/2]$ we consider the operator $A:=-(1/2)Q^{2α-1}:Q^{1-2α}(\mathcal{X})\subseteq \mathcal{X}\rightarrow \mathcal{X}$. We are interested in the mild solution $X(t,x)$ of the semilinear stochastic partial differential equation \begin{gather*} \left\{\begin{array}{ll} dX(t,x)=\big(AX(t,x)+F(X(t,x))\big)dt+ Q^αdW(t), & t\in(0,T];\\ X(0,x)=x\in \mathcal{X}, \end{array}\right. \end{gather*} and in its associated transition semigroup \begin{align*} P(t)φ(x):=\mathbb{E}[φ(X(t,x))], \qquad φ\in B_b(\mathcal{X}),\ t\in[0,T],\ x\in \mathcal{X}; \end{align*} where $B_b(\mathcal{X})$ is the space of the bounded and Borel measurable functions. We will show that under suitable hypotheses on $Q$ and $F$, $P(t)$ enjoys regularizing properties, along a continuously embedded subspace of $\mathcal{X}$. More precisely there exists $K:=K(F,T)>0$ such that for every $φ\in B_b(\mathcal{X})$, $x\in \mathcal{X}$, $t\in(0,T]$ and $h\in Q^α(\mathcal{X})$ it holds \[|P(t)φ(x+h)-P(t)φ(x)|\leq Kt^{-1/2}\|Q^{-α}h\|.\] |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2003_05195 |
| institution | arXiv |
| publishDate | 2020 |
| record_format | arxiv |
| spellingShingle | Regularizing properties of (non-Gaussian) transition semigroups in Hilbert spaces Bignamini, D. A. Ferrari, S. Analysis of PDEs Probability 35R60, 60G15, 60H15 Let $\mathcal{X}$ be a separable Hilbert space with norm $\|\cdot\|$ and let $T>0$. Let $Q$ be a linear, self-adjoint, positive, trace class operator on $\mathcal{X}$, let $F:\mathcal{X}\rightarrow \mathcal{X}$ be a (smooth enough) function and let $W(t)$ be a $\mathcal{X}$-valued cylindrical Wiener process. For $α\in [0,1/2]$ we consider the operator $A:=-(1/2)Q^{2α-1}:Q^{1-2α}(\mathcal{X})\subseteq \mathcal{X}\rightarrow \mathcal{X}$. We are interested in the mild solution $X(t,x)$ of the semilinear stochastic partial differential equation \begin{gather*} \left\{\begin{array}{ll} dX(t,x)=\big(AX(t,x)+F(X(t,x))\big)dt+ Q^αdW(t), & t\in(0,T];\\ X(0,x)=x\in \mathcal{X}, \end{array}\right. \end{gather*} and in its associated transition semigroup \begin{align*} P(t)φ(x):=\mathbb{E}[φ(X(t,x))], \qquad φ\in B_b(\mathcal{X}),\ t\in[0,T],\ x\in \mathcal{X}; \end{align*} where $B_b(\mathcal{X})$ is the space of the bounded and Borel measurable functions. We will show that under suitable hypotheses on $Q$ and $F$, $P(t)$ enjoys regularizing properties, along a continuously embedded subspace of $\mathcal{X}$. More precisely there exists $K:=K(F,T)>0$ such that for every $φ\in B_b(\mathcal{X})$, $x\in \mathcal{X}$, $t\in(0,T]$ and $h\in Q^α(\mathcal{X})$ it holds \[|P(t)φ(x+h)-P(t)φ(x)|\leq Kt^{-1/2}\|Q^{-α}h\|.\] |
| title | Regularizing properties of (non-Gaussian) transition semigroups in Hilbert spaces |
| topic | Analysis of PDEs Probability 35R60, 60G15, 60H15 |
| url | https://arxiv.org/abs/2003.05195 |