Solution

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

Take in the generator domain . The semigroup commutation with its unbounded generator implies and
Indeed, applying the bounded operator to the difference quotient at zero gives the right derivative ; strong continuity gives the full orbit derivative for . Now integration by parts in the Bochner integral yields
The boundary term at infinity vanishes because . The derivative integral exists as a Bochner integral, since its integrand is bounded in norm by .
Multiplying this identity by gives
Part (b) applies to the fixed vector , so
The bounded operators are the Yosida approximation of the semigroup generator. The proof only applies the unbounded operator to ; the contraction and limit arguments then act on the ordinary vector .

New to topics? Read the docs here!