TY - JOUR

T1 - The operator-valued Feynman-Kac formula with noncommutative operators

AU - Hagood, John W.

N1 - Copyright:
Copyright 2017 Elsevier B.V., All rights reserved.

PY - 1980

Y1 - 1980

N2 - Let X(t) be a right-continuous Markov process with state space E whose expectation semigroup S(t), given by S(t) φ(x) = Ex[φ(X(t))] for functions φ mapping E into a Banach space L, has the infinitesimal generator A. For each x ϵ E, let V(x) generate a strongly continuous semigroup Tx(t) on L. An operator-valued Feynman-Kac formula is developed and solutions of the initial value problem ∂u/∂t = Au + V(x)u, u(0) = φ are obtained. Fewer conditions are assumed than in known results; in particular, the semigroups {Tx(t)} need not commute, nor must they be contractions. Evolution equation theory is used to develop a multiplicative operative functional and the corresponding expectation semigroup has the infinitesimal generator A + V(x) on a restriction of the domain of A.

AB - Let X(t) be a right-continuous Markov process with state space E whose expectation semigroup S(t), given by S(t) φ(x) = Ex[φ(X(t))] for functions φ mapping E into a Banach space L, has the infinitesimal generator A. For each x ϵ E, let V(x) generate a strongly continuous semigroup Tx(t) on L. An operator-valued Feynman-Kac formula is developed and solutions of the initial value problem ∂u/∂t = Au + V(x)u, u(0) = φ are obtained. Fewer conditions are assumed than in known results; in particular, the semigroups {Tx(t)} need not commute, nor must they be contractions. Evolution equation theory is used to develop a multiplicative operative functional and the corresponding expectation semigroup has the infinitesimal generator A + V(x) on a restriction of the domain of A.

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U2 - 10.1016/0022-1236(80)90058-0

DO - 10.1016/0022-1236(80)90058-0

M3 - Article

AN - SCOPUS:30244472566

VL - 38

SP - 99

EP - 117

JO - Journal of Functional Analysis

JF - Journal of Functional Analysis

SN - 0022-1236

IS - 1

ER -