Operators associated with the Hermite semigroup - a survey
Let \(R^n\) be the Euclidean space equipped with the normalized Gaussian measure \(\pi^{-n/2} e^{-x^2} dx\). The symmetric Laplacian \(L\) on this space can be spectrally decomposed using the Hermite polynomials, and the heat operator \(e^{-tL}\) computed; a detailed derivation appears in this paper. The \(L^p\) and weak-type \((1,1)\) for the maximal operator \[ M^* f(x) = \sup_{t > 0} | e^{-tL} f(x)| \] and Riesz operators \(D^\alpha L^{-b} \Pi_0\) are summarized for both finite and infinite dimensions; here \(D\) is a differentiation operator \(b = 2| \alpha| \), and \(\Pi_0\) is the orthogonal projection to the complement of the \(0\) eigenspace. A new proof of the weak (1,1) type of second-order Riesz operators in finite dimensions is then proved, based on a precise computation of the kernel and its decomposition into local and global portions.
- Hermite Conjugate Expansions
- Higher-order Riesz operators for the Ornstein-Uhlenbeck semigroup
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- On higher Riesz transforms for Gaussian measures
- On the Riesz transforms for Gaussian measures
- Poisson Integrals for Hermite and Laguerre Expansions
- Topics in Harmonic Analysis Related to the Littlewood-Paley Theory. (AM-63)
- Weak L 1 Characterizations of Poisson Integrals, Green Potentials, and H p Spaces
- Weak-type estimates for the Riesz transform associated with the Gaussian measure
- Operators associated with the Jacobi semigroup
- Some results on Gaussian Besov-Lipschitz spaces and Gaussian Triebel-Lizorkin spaces
- Higher order Riesz transforms, fractional derivatives, and Sobolev spaces for Laguerre expansions
- Spectral multipliers for the Ornstein-Uhlenbeck semigroup
- A composition formula for squares of Hermite polynomials and its generalizations
- Endpoint results for the Riesz transform of the Ornstein-Uhlenbeck operator
- Weighted norm inequalities for local fractional integrals on Gaussian measure spaces
- Singular integrals and Hardy type spaces for the inverse Gauss measure
- Characterizations of sets of finite perimeter using the Ornstein-Uhlenbeck semigroup in the Gauss space
- Variable annuity with a surrender option under multiscale stochastic volatility
- Mean value formulas for Ornstein-Uhlenbeck and Hermite temperatures
- Sharp exponential inequalities for the Ornstein-Uhlenbeck operator
- BLO spaces associated with the Ornstein-Uhlenbeck operator
- Chaotic behavior of the Riesz transforms for Hermite expansions
- Riesz transforms for multi-dimensional Laguerre function expansions
- Optimal Sobolev embeddings for the Ornstein-Uhlenbeck operator
- Riesz-Jacobi transforms as principal value integrals
- A reduced PDE method for European option pricing under multi-scale, multi-factor stochastic volatility
- Ornstein–Uhlenbeck operators and semigroups
- Morrey-type spaces on Gauss measure spaces and boundedness of singular integrals
- A note on Gaussian maximal functions
- \(L^{p}-L^{q}\) off-diagonal estimates for the Ornstein-Uhlenbeck semigroup: some positive and negative results
- An \(L^1\)-estimate for certain spectral multipliers associated with the Ornstein-Uhlenbeck operator
- Pointwise multipliers for Campanato spaces on Gauss measure spaces
- The Spectrum of a Family of Fourth-Order Nonlinear Diffusions Near the Global Attractor
- Conical square functions and non-tangential maximal functions with respect to the Gaussian measure
- Functional calculus for the Ornstein-Uhlenbeck operator
- Characterizations of BMO associated with Gauss measures via commutators of local fractional integrals
- Some harmonic analysis in a general Gaussian setting
- Fractional differentiation for the Gaussian measure and applications
- Riesz transforms and conjugacy for Laguerre function expansions of Hermite type
- Riesz transforms for Jacobi expansions
- Boundedness of Littlewood-Paley operators associated with Gauss measures
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