Solution

ID: past-exam-of-the-stochastic-analysis-and-partial-differential-equations-course-of-the-university-of-oxford/2025/3/a/i/solution

Let be the underlying Banach space. By the Laplace-transform formula for a semigroup resolvent,
These are Bochner integrals, defined for every and . The contraction semigroup bound and semigroup property give
Interchanging and regrouping these Bochner integrals is justified by the integrable bound , whose integral is . For , set and evaluate the inner scalar integral:
Since was arbitrary, the resolvent identity follows:
For , both sides vanish, so that case holds as well.

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