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Real, complex and functional analysis
Gaussian semigroups of operators in the space of Borel functions on a separable Hilbert space
O. E. Galkina, S. Yu. Galkinaa, I. Yu. Yastrebovab a National Research University «Higher School of Economics»,
B. Pecherskaya St., 25/12,
603155, Nizhny Novgorod, Russia
b National Research Lobachevsky State University of Nizhny Novgorod, Gagarin Av., 23, 603022, Nizhny Novgorod, Russia
Abstract:
The concept of a Gaussian family of Borel measures on a separable Hilbert space is introduced in the paper. Necessary and sufficient conditions are found under which a Gaussian family of measures generates a semigroup of operators on the space of complex bounded Borel functions. These conditions are expressed in the form of a system of functional equations and initial conditions for operator-valued functions on the real semi-axis. A system of differential equations is derived from the system of functional equations and it is proved that the Cauchy problem has a unique solution for it. Several examples of Gaussian semigroups of operators are given.
Keywords:
gaussian semigroup of operators, Gaussian family of Borel measures, operator Riccati differential equation, determinant of infinite order, system of functional equations.
Received October 7, 2023, published December 7, 2023
Citation:
O. E. Galkin, S. Yu. Galkina, I. Yu. Yastrebova, “Gaussian semigroups of operators in the space of Borel functions on a separable Hilbert space”, Sib. Èlektron. Mat. Izv., 20:2 (2023), 1320–1340
Linking options:
https://www.mathnet.ru/eng/semr1643 https://www.mathnet.ru/eng/semr/v20/i2/p1320
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Abstract page: | 43 | Full-text PDF : | 14 | References: | 23 |
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