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Regularity for semigroups of Ornstein-Uhlenbeck processes - MaRDI portal

Regularity for semigroups of Ornstein-Uhlenbeck processes (Q360412)

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scientific article; zbMATH DE number 6201618
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Regularity for semigroups of Ornstein-Uhlenbeck processes
scientific article; zbMATH DE number 6201618

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    Regularity for semigroups of Ornstein-Uhlenbeck processes (English)
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    26 August 2013
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    Let \((P_t)_{t\geq 0}\) be the semigroup of the \(d\)-dimensional Ornstein-Uhlenbeck process. Under certain assumptions, the author provides explicit estimates for \(L^p(dx)\to L^q(dx)\) norms of the semigroup \((P_t)_{t\geq 0}\) and its derivatives. \((P_t)_{t\geq 0}\) is a kind of convolution semigroup. Its regularity is studied as an advance of previous results due to \textit{W. Arendt} [in: Handbook of differential equations: evolutionary equations. Vol. I. Amsterdam: Elsevier/North-Holland. 1--85 (2004; Zbl 1082.35001)] and \textit{L. Saloff-Coste} [Aspects of Sobolev-type inequalities. Cambridge: Cambridge University Press (2002; Zbl 0991.35002)].
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    Ornstein-Uhlenbeck processes
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    regularity for semigroups
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