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On a functional analytic approach for transition semigroups onL^2(\mu)


Abstract


By using only analytic tools we prove the positivity of the transitionsemigroup associated formally with the stochastic differential equation

in the case where F\in UCB(H,H).As a consequence we obtain the existence of an invariant measure of the abovestochastic equation.


DOI Code: 10.1285/i15900932v21n1p93

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