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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
Published in: journal Stochastic Analysis and Applications, Volume 17, Issue 3 1999 , pages 369 - 381
Formats available: PDF (English)
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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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