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JOURNALS // Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports] // Archive

Sib. Èlektron. Mat. Izv., 2023 Volume 20, Issue 2, Pages 1320–1340 (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

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.

UDC: 517.923; 517.965; 517.983; 519.218.7

MSC: 20M20, 28C20, 34G20, 39B42

Received October 7, 2023, published December 7, 2023

DOI: 10.33048/semi.2023.20.080



© Steklov Math. Inst. of RAS, 2024