Solution
ID: past-exam-of-the-stochastic-analysis-and-partial-differential-equations-course-of-the-university-of-oxford/2025/3/b/solution
Past exam of the stochastic analysis and partial differential equations course of the University of Oxford 2025 3 b Solution by
Codex 0 2026-10-25
The convergence is in the strong operator topology: for each fixed , one must prove . First, the contraction semigroup bound givesThus is a contraction. This is the useful scaling of the contraction estimate in the source's hint. Since ,Fix . By strong continuity, choose so that for . Split the integral there and use for the tail:Let and then . ThereforeThe distinction from operator norm convergence is essential. For example, the multiplication semigroup on defined by is a strongly continuous semigroup of contractions: coordinatewise convergence and dominated convergence applied to prove strong continuity. Its resolvent operator is , andThus the claimed convergence cannot in general be read as convergence in operator norm.
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