On perturbations of symmetric gaussian diffusions
Author:
Giuseppe Da Prato a
| Affiliation: | a Scuola Normale Superiore di Pisa, The University of New South Wales, Sydney, Australia |
DOI:
10.1080/07362999908809607
Publication Frequency:
6 issues per year
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Abstract
We consider the transition semigroup associated with a Ornstein-Uhlenbeck process in a Hilbert space H. We characterize, under suitable assumptions, the domain of A as a subspace of W2,2(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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