Generalized Ornstein-Uhlenbeck process having a characteristic operator with polynomial coefficients (Q1822137)

Let \(\Phi\) be a weighted Schwartz space of rapidly decreasing functions, \(\Phi\) ' the dual space and \({\mathcal L}(t)\) a perturbed diffusion operator with polynomial coefficients from \(\Phi\) into itself. It is proven via stochastic methods that \({\mathcal L}(t)\) generates the Kolmogorov evolution operator from \(\Phi\) into itself. As applications, we construct a unique solution of a Langevin equation on \(\Phi\) ': \[ d\xi (t)=dW(t)+{\mathcal L}^ *(t)\xi (t)dt, \] where W(t) is a \(\Phi\) '-valued Brownian motion and \({\mathcal L}^ *(t)\) is the adjoint of \({\mathcal L}(t)\) and show a central limit theorem for interacting multiplicative diffusions.