Regularity for semigroups of Ornstein-Uhlenbeck processes (Q360412): Difference between revisions
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Property / DOI: 10.1007/s11117-012-0158-8 / rank | |||
Property / author | |||
Property / author: Jian Wang / rank | |||
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Property / author: Jian Wang / rank | |||
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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)]. | |||
Property / review text: 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)]. / rank | |||
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Property / reviewed by: Sophia L. Kalpazidou / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60G51 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60G52 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60J25 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60J75 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6201618 / rank | |||
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Property / zbMATH Keywords | |||
Ornstein-Uhlenbeck processes | |||
Property / zbMATH Keywords: Ornstein-Uhlenbeck processes / rank | |||
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Property / zbMATH Keywords | |||
regularity for semigroups | |||
Property / zbMATH Keywords: regularity for semigroups / rank | |||
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Property / MaRDI profile type: Publication / rank | |||
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Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s11117-012-0158-8 / rank | |||
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Property / OpenAlex ID | |||
Property / OpenAlex ID: W2076325283 / rank | |||
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Property / cites work | |||
Property / cites work: Inequalities in Fourier analysis / rank | |||
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Property / cites work: Logarithmic Sobolev inequalities: Regularizing effect of Lévy operators and asymptotic convergence in the Lévy–Fokker–Planck equation / rank | |||
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Property / cites work: On multidimensional Ornstein-Uhlenbeck processes driven by a general Lévy process / rank | |||
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Property / cites work: Q2759120 / rank | |||
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Property / cites work: Q4937701 / rank | |||
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Property / cites work: Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type / rank | |||
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Property / cites work: Growth and Hölder conditions for the sample paths of Feller processes / rank | |||
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Property / cites work: Coupling property and gradient estimates of Lévy processes via the symbol / rank | |||
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Property / cites work: On the coupling property and the Liouville theorem for Ornstein-Uhlenbeck processes / rank | |||
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Property / DOI | |||
Property / DOI: 10.1007/S11117-012-0158-8 / rank | |||
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Latest revision as of 16:22, 9 December 2024
scientific article
Language | Label | Description | Also known as |
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English | Regularity for semigroups of Ornstein-Uhlenbeck processes |
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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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