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Carré du champ operator
Operator in analysis and probability theory From Wikipedia, the free encyclopedia
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The carré du champ operator (French for square of a field operator) is a bilinear, symmetric operator from analysis and probability theory. The carré du champ operator measures how far an infinitesimal generator is from being a derivation.[1]
The operator was introduced in 1969[2] by Hiroshi Kunita and independently discovered in 1976[3] by Jean-Pierre Roth in his doctoral thesis.
The name "carré du champ" comes from electrostatics.
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Carré du champ operator for a Markov semigroup
Summarize
Perspective
Let be a σ-finite measure space, a Markov semigroup of non-negative operators on , the infinitesimal generator of and the algebra of functions in , i.e. a vector space such that for all also .
Carré du champ operator
The carré du champ operator of a Markovian semigroup is the operator defined (following P. A. Meyer) as
Properties
From the definition, it follows that[1]
For we have and thus and
therefore the carré du champ operator is positive.
The domain is
Remarks
- The definition in Roth's thesis is slightly different.[3]
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Bibliography
- Ledoux, Michel (2000). "The geometry of Markov diffusion generators". Annales de la Faculté des Sciences de Toulouse: Mathématiques. Série 6. 9 (2): 305–366. doi:10.5802/afst.962. hdl:20.500.11850/146400.
- Meyer, Paul-André (1976). "L'Operateur carré du champ". Séminaire de Probabilités X Université de Strasbourg. Lecture Notes in Mathematics (in French). Vol. 511. Berlin, Heidelberg: Springer. pp. 142–161. doi:10.1007/BFb0101102. ISBN 978-3-540-07681-0.
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References
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