On the infinitesimal generators of Ornstein-Uhlenbeck processes with jumps in Hilbert space

DOI10.1007/S11118-006-9028-YzbMath1112.60044OpenAlexW2003234645MaRDI QIDQ867116

David Applebaum

Publication date: 14 February 2007

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11118-006-9028-y

zbMATH Keywords

Ornstein-Uhlenbeck processmixed topology\(H\)-valued Lévy processauxiliary semigroupcylinder functiongeneralized Mehler semigroupKolmogorov-Lévy operatoropertor-selfdecomposabilitypseudo-Feller propertyquasi-locally equicontinuous semigroup

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random operators and equations (aspects of stochastic analysis) (60H25) Groups and semigroups of linear operators, their generalizations and applications (47Dxx) Differential equations in abstract spaces (34Gxx)

Related Items (15)

Regularity of Ornstein-Uhlenbeck processes driven by a Lévy white noise ⋮ Integro-PDE in Hilbert spaces: existence of viscosity solutions ⋮ Uniqueness for solutions of Fokker-Planck equations related to singular SPDE driven by Lévy and cylindrical Wiener noise ⋮ On the exponential ergodicity of \((2+2)\)-affine processes in total variation distances ⋮ Uniqueness for integro-PDE in Hilbert spaces ⋮ Functional inequalities for some generalised Mehler semigroups ⋮ On the Cauchy problem for non-local Ornstein-Uhlenbeck operators ⋮ Invariant measure for the stochastic Cauchy problem driven by a cylindrical Lévy process ⋮ Uniqueness of invariant measures of infinite dimensional stochastic differential equations driven by Lévy noises ⋮ Infinite dimensional Ornstein-Uhlenbeck processes driven by Lévy processes ⋮ Normal convergence using Malliavin calculus with applications and examples ⋮ Retarded stationary Ornstein-Uhlenbeck processes driven by Lévy noise and operator self-decomposability ⋮ Controllability and qualitative properties of the solutions to SPDEs driven by boundary Lévy noise ⋮ On association and other forms of positive dependence for Feller processes ⋮ Linear Evolution Equations with Cylindrical Lévy Noise: Gradient Estimates and Exponential Ergodicity

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