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- Publisher
- Springer Journals
- Copyright
- Copyright © 2004 by Birkhäuser-Verlag
- Subject
- Mathematics
- ISSN
- 1424-3199
- eISSN
- 1424-3202
- DOI
- 10.1007/s00028-003-0078-y
- Publisher site
- See Article on Publisher Site
Abstract
We prove a Lie-Trotter product formula for the Ornstein--Uhlenbeck semigroup associated with the stochastic linear Cauchy problem $$ dX(t) = AX(t)\,dt + dW(t), t \leq 0,\\ X(0) = x_0. $$ Here A is the generator of a C 0 -semigroup on a separable real Banach space E and $$ \{W(t)\}_{t\leq 0} $$ is an E -valued Brownian motion.
Journal
Journal of Evolution Equations – Springer Journals
Published: Mar 1, 2004