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Semigroup Forum
Article . 1999 . Peer-reviewed
License: Springer TDM
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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
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Norm Discontinuity of Ornstein-Uhlenbeck Semigroups

Norm discontinuity of Ornstein-Uhlenbeck semigroups
Authors: van Neerven, J. M. A. M.; Zabczyk, J.;

Norm Discontinuity of Ornstein-Uhlenbeck Semigroups

Abstract

Let \(BUC(E)\) be the Banach space of all bounded real-valued, uniformly continuous functions on an infinite-dimensional separable real Banach space \(E\). Let \(P(t)\), \(t\geq 0\) be the Wiener semigroup defined on \(BUC(E)\). By a new method the authors extend the 1998 Desch-Rhandi discontinuity result given for \(P(t)\) in the Hilbert space \(E=H\). Namely, they succeed in deducing the discontinuity result: \[ \|P(t_0+ h)- P(t_0)\|_{BUC(E)}= 2,\quad\forall t_0\geq 0,\quad h>0,\quad E\text{ any Banach space}, \] from the well-known orthogonality result for the Gaussian measure \(\mu_t(\cdot)\overset{\text{def}} =\mu(\cdot/\sqrt t)\) (\(\mu\) be a centered Gaussian measure on \(E\)), namely \(\mu_t\perp \mu_s\) if \(t\neq s\). By the same new method they succeed to get an analogous discontinuity result for the more general Ornstein-Uhlenbeck semigroups (but on the Hilbert space \(E=H\)) defined with respect to some selfadjoint operator \(Q\) and some \(C_0\)-semigroup \(S(t)\). They deduce this result from the known Feldman-Hajek orthogonality criterium for general Gaussian measures on \(H\). Realizations of this result for the case of commutativity of \(Q\) and \(S(t)\) as well as for Ornstein-Uhlenbeck hyperbolic systems are given. Finally, the authors give the discontinuity result for the stopped transition semigroup associated with some Ornstein-Uhlenbeck semigroup and some stopping time random variable.

Keywords

One-parameter semigroups and linear evolution equations, orthogonality result, Probability theory on linear topological spaces, stopped transition semigroup, Gaussian processes, stopping time random variable, \(C_0\)-semigroup, Gaussian measure, Wiener semigroup, orthogonality of Gaussian measures, Feldman-Hajek's orthogonality criterium, Ornstein-Uhlenbeck semigroups, Ornstein-Uhlenbeck hyperbolic systems

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
9
Average
Top 10%
Average
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