Past exam of the stochastic analysis and partial differential equations course of the University of Oxford / 2025 / 3 / c

Take $f$ in the generator domain $D(L)$. The semigroup commutation with its unbounded generator implies $P_{t}f\in D(L)$ andIndeed, applying the bounded operator $P_t$ to the difference quotient at zero gives the right derivative $P_{t}Lf$; strong continuity gives the full orbit derivative for $t>0$. Now integration by parts in the Bochner integral yieldsThe boundary term at infinity vanishes because $\Vert e^{-\lambda t}{P}_{t}f\Vert \le e^{-\lambda t}\Vert f\Vert$. The derivative integral exists as a Bochner integral, since its integrand is bounded in norm by $e^{-\lambda t}\Vert Lf\Vert$.

Multiplying this identity by $\lambda$ givesPart (b) applies to the fixed vector $Lf\in E$, soThe bounded operators $L_{\lambda }={\lambda }^2{R}_{\lambda }-\lambda I$ are the Yosida approximation of the semigroup generator. The proof only applies the unbounded operator $L$ to $f\in D(L)$; the contraction and limit arguments then act on the ordinary vector $Lf$.