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Results tagged with semigroups-of-operators
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user 99469
(Usually one-parameter) semigroups of linear operators and their applications to partial differential equations, stochastic processes such as Markov processes and other branches of mathematics.
2
votes
1
answer
211
views
Self-adjointness of generator and semigroup of an SDE
$
\newcommand{\bR}{\mathbb{R}}
\newcommand{\bE}{\mathbb{E}}
\newcommand{\bT}{\mathbb{T}}
\newcommand{\bP}{\mathbb{P}}
\newcommand{\bF}{\mathbb{F}}
\newcommand{\cF}{\mathcal{F}}
\newcommand{\eps}{\vare …
- 825
0
votes
1
answer
84
views
Is the evolution family self-adjoint?
$
\newcommand{\bR}{\mathbb{R}}
\newcommand{\diff}{\mathop{}\!\mathrm{d}}
\newcommand{\qtext}[1]{\quad\text{#1}}
\newcommand{\qtextq}[1]{\quad\text{#1}\quad}
$
I am reading Roland Schnaubelt's survey p …
- 825