On analyticity of Ornstein-Uhlenbeck semigroups
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Publication:1848120
zbMath1026.47506MaRDI QIDQ1848120
Publication date: 31 October 2002
Published in: Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Serie IX. Rendiconti Lincei. Matematica e Applicazioni (Search for Journal in Brave)
Markov semigroups and applications to diffusion processes (47D07) PDEs with randomness, stochastic partial differential equations (35R60) Initial value problems for second-order parabolic equations (35K15) Transition functions, generators and resolvents (60J35)
Related Items (12)
Gradient Estimates and Domain Identification for Analytic Ornstein-Uhlenbeck Operators ⋮ Finite speed of propagation and off-diagonal bounds for Ornstein-Uhlenbeck operators in infinite dimensions ⋮ Invariant measures and regularity properties of perturbed Ornstein--Uhlenbeck semigroups ⋮ \(L ^{2}\)-theory for non-symmetric Ornstein-Uhlenbeck semigroups on domains ⋮ Analyticity of nonsymmetric Ornstein-Uhlenbeck semigroup with respect to a weighted Gaussian measure ⋮ The Ornstein-Uhlenbeck bridge and applications to Markov semigroups ⋮ Logarithmic derivatives of invariant measure for stochastic differential equations in hilbert spaces ⋮ Unnamed Item ⋮ Elliptic problems on \(\mathbb R^N\) with unbounded coefficients in classical Sobolev spaces ⋮ Ornstein–Uhlenbeck operators and semigroups ⋮ Spectrum of Ornstein-Uhlenbeck operators in \(L ^{p}\) spaces with respect to invariant measures ⋮ Right Markov processes and systems of semilinear equations with measure data
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