Mehler formula and capacities for infinite dimensional Ornstein-Uhlenbeck processes with general linear drift
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Publication:1912833
zbMath0849.60004MaRDI QIDQ1912833
Vladimir I. Bogachev, Michael Roeckner
Publication date: 7 November 1996
Published in: Osaka Journal of Mathematics (Search for Journal in Brave)
self-adjoint operatortightnessMehler semigroupGaussian measurecapacitiesOrnstein-Uhlenbeck diffusion
Linear symmetric and selfadjoint operators (unbounded) (47B25) Diffusion processes (60J60) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Stochastic analysis (60H99) Probability theory on linear topological spaces (60B11)
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