SOBOLEV REGULARITY OF INVARIANT MEASURES FOR GENERALIZED ORNSTEIN–UHLENBECK OPERATORS

DOI10.1142/S021902570600255XzbMath1171.60356MaRDI QIDQ3421837

Abdelhadi Es-Sarhir

Publication date: 8 February 2007

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

zbMATH Keywords

Sobolev spacesinvariant measureOrnstein-Uhlenbeck operatorlogarithmic derivative

Mathematics Subject Classification ID

Gaussian processes (60G15) Markov semigroups and applications to diffusion processes (47D07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of operator theory in probability theory and statistics (47N30)

Cites Work

• Perturbation for a class of transition semigroups on the Hölder space \(C_{b,\mathrm{loc}}^{\theta}(H)\)
• Regular densities of invariant measures in Hilbert spaces
• Existence, uniqueness and invariant measures for stochastic semilinear equations on Hilbert spaces
• Regularity of invariant measures on finite and infinite dimensional spaces and applications
• Regularity of invariant measures for a class of perturbed Ornstein-Uhlenbeck operators
• Regularity of invariant measures: The case of non-constant diffusion part
• Global properties of invariant measures
• ON REGULARITY OF TRANSITION PROBABILITIES AND INVARIANT MEASURES OF SINGULAR DIFFUSIONS UNDER MINIMAL CONDITIONS
• Analytic properties of infinite-dimensional distributions
• Ergodicity for Infinite Dimensional Systems

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