Abstract
Our purpose is to obtain a very effective and general method to prove that certain \(C_0\)-semigroups admit invariant strongly mixing measures. More precisely, we show that the frequent hypercyclicity criterion for \(C_0\)-semigroups ensures the existence of invariant strongly mixing measures with full support. We will provide several examples, that range from birth-and-death models to the Black–Scholes equation, which illustrate these results.
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We would like to thank the referees whose comments led to an improvement of the article’s presentation.
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This work is supported in part by MEC and FEDER, Projects MTM2010-14909 and MTM2013-47093-P, and by GVA, Project PROMETEOII/2013/013. The first author was also supported by a grant from the FPU Program of MEC.
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Murillo-Arcila, M., Peris, A. Strong mixing measures for \(C_0\)-semigroups. RACSAM 109, 101–115 (2015). https://doi.org/10.1007/s13398-014-0169-3
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DOI: https://doi.org/10.1007/s13398-014-0169-3