Uniformly gamma-radonifying families of operators and and the stochastic Weiss conjecture

Bernhard H. Haak; Jan van Neerven

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arXiv · math/0611724

Uniformly gamma-radonifying families of operators and and the stochastic Weiss conjecture

Bernhard H. Haak·Jan van Neerven

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Abstract

We introduce the notion of uniform gamma-radonification of a family of operators, which unifies the notions of R-boundedness of a family of operators and gamma-radonification of an individual operator. We study the the properties of uniformly gamma-radonifying families of operators in detail and apply our results to the stochastic abstract Cauchy problem $dU(t) = AU(t) dt + B dW(t); U(0) = 0$ Here, $A$ is the generator of a strongly continuous semigroup of operators on a Banach space $E$, $B$ is a bounded linear operator from a separable Hilbert space $H$ into $E$, and $W$ is an $H$-cylindrical Brownian motion. When $A$ and $B$ are simultaneously diagonalisable, we prove that an invariant measure exists if and only if the family $ \{\sqrtλ R(λ, A)B : λ> 0\} $ is uniformly gamma-radonifying. This result can be viewed as a partial solution of a stochastic version of the Weiss conjecture in linear systems theory.

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BibTeX RIS

Bernhard H. Haak, Jan van Neerven. 2011-10-19. Uniformly gamma-radonifying families of operators and and the stochastic Weiss conjecture. https://arxiv.org/abs/math/0611724

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