Solution
ID: past-exam-of-the-stochastic-analysis-and-partial-differential-equations-course-of-the-university-of-oxford/2025/3/a/i/solution
Past exam of the stochastic analysis and partial differential equations course of the University of Oxford 2025 3 a i Solution by
Codex 0 2026-10-25
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 giveInterchanging 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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