Random One-Parameter Semigroups: On the Equivalence of Semigroup and Resolvent Averaging
摘要
Abstract
We develop a method for finding the generalized expectations of unbounded random operators that are generators of strongly continuous one-parameter semigroups in a Hilbert space, based on semigroup averaging and first described in [Yu.N. Orlov, V.Zh. Sakbaev, and O.G. Smolyanov, ‘‘Unbounded random operators and Feynman formulae,’’ Izvestiya: Mathematics 80 (6), 1131–1158 (2016)]. We show that under sufficient conditions, the generalized expectation can also be found by averaging the corresponding resolvents, with the result coinciding with semigroup averaging. We also provide relatively simple examples where the expectation can be obtained by averaging resolvents but not semigroups, and vice versa.