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arxiv: 1206.3656 · v1 · pith:MNL77TNSnew · submitted 2012-06-16 · 🧮 math.FA · math.OC· math.PR

The stochastic Weiss conjecture for bounded analytic semigroups

classification 🧮 math.FA math.OCmath.PR
keywords gammaspaceboundedstochasticadmitsconjecturedenoteweiss
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Suppose -A admits a bounded H-infinity calculus of angle less than pi/2 on a Banach space E with Pisier's property (alpha), let B be a bounded linear operator from a Hilbert space H into the extrapolation space E_{-1} of E with respect to A, and let W_H denote an H-cylindrical Brownian motion. Let gamma(H,E) denote the space of all gamma-radonifying operators from H to E. We prove that the following assertions are equivalent: (i) the stochastic Cauchy problem dU(t) = AU(t)dt + BdW_H(t) admits an invariant measure on E; (ii) (-A)^{-1/2} B belongs to gamma(H,E); (iii) the Gaussian sum \sum_{n\in\mathbb{Z}} \gamma_n 2^{n/2} R(2^n,A)B converges in gamma(H,E) in probability. This solves the stochastic Weiss conjecture proposed recently by the second and third named authors.

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