Affiliation:
1. Delft Institute of Applied Mathematics, Technical University of Delft, P. O. Box 5031, 2600 GA Delft, The Netherlands
Abstract
The spectra of the second quantization and the symmetric second quantization of a strict Hilbert space contraction are computed explicitly and shown to coincide. As an application, we compute the spectrum of the nonsymmetric Ornstein–Uhlenbeck operator L associated with the infinite-dimensional Langevin equation [Formula: see text] where A is the generator of a strongly continuous semigroup on a Banach space E and W is a cylindrical Wiener process in E. Assuming the existence of an invariant measure μ for L, under suitable assumptions on A we show that the spectrum of L in the space Lp (E, μ) (1< p< ∞) is given by [Formula: see text] where Aμ is the generator of a Hilbert space contraction semigroup canonically associated with A and μ. We prove that the assumptions on A are always satisfied in the strong Feller case and in the finite-dimensional case. In the latter case we recover the recent Metafune–Pallara–Priola formula for σ(L).
Publisher
World Scientific Pub Co Pte Lt
Subject
Applied Mathematics,Mathematical Physics,Statistics and Probability,Statistical and Nonlinear Physics
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