Top Qs
Timeline
Chat
Perspective

Carré du champ operator

Operator in analysis and probability theory From Wikipedia, the free encyclopedia

Remove ads

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 [d] and independently discovered in 1976[3] by Jean-Pierre Roth in his doctoral thesis.

The name "carré du champ" comes from electrostatics.

Remove ads

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

for all .[4][5]

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]
Remove ads

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.
Remove ads

References

Loading related searches...

Wikiwand - on

Seamless Wikipedia browsing. On steroids.

Remove ads