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Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports], 2023, Volume 20, Issue 2, Pages 1320–1340
DOI: https://doi.org/10.33048/semi.2023.20.080
(Mi semr1643)
 

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
References:
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.
Funding agency Grant number
Ministry of Science and Higher Education of the Russian Federation 075-15-2022-1101
Received October 7, 2023, published December 7, 2023
Document Type: Article
UDC: 517.923; 517.965; 517.983; 519.218.7
Language: Russian
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
Citation in format AMSBIB
\Bibitem{GalGalYas23}
\by O.~E.~Galkin, S.~Yu.~Galkina, I.~Yu.~Yastrebova
\paper Gaussian semigroups of operators in the space of Borel functions on a separable Hilbert space
\jour Sib. \`Elektron. Mat. Izv.
\yr 2023
\vol 20
\issue 2
\pages 1320--1340
\mathnet{http://mi.mathnet.ru/semr1643}
\crossref{https://doi.org/10.33048/semi.2023.20.080}
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