Transition semigroups corresponding to Lipschitz dissipative systems
Giuseppe Da Prato - Scuola Normale Superiore di Pisa, Piazza dei Cavalieri 7, 56126, Pisa, Italy (email)
Abstract: We consider a semilinear differential stochastic equation in a Hilbert space $H$ with a dissipative and Lipschitz nonlinearity. We study the corresponding transition semigroup in a space $L^2(H,\nu)$ where $\nu$ is an invariant measure.
Keywords: Markov semigroups, transition semigroups, dissipative systems, Lipschitz
nonlinearities, Stochastic diﬀerential equations.
Received: July 2001; Revised: February 2002; Published: October 2003.
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