Generalized Mehler semigroups and applications

DOI10.1007/BF01203835zbMath0849.60066OpenAlexW1991744037MaRDI QIDQ1917637

Byron Schmuland, Michael Roeckner, Vladimir I. Bogachev

Publication date: 20 August 1996

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01203835

zbMATH Keywords

strongly continuous semigroupstochastic differential equationsgeneralized Mehler semigroupsDirichlet form methodsstrong resp. weak solutions

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dirichlet forms (31C25) Markov semigroups and applications to diffusion processes (47D07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (41)

The martingale problem for pseudo-differential operators on infinite-dimensional spaces ⋮ Vladimir Igorevich Bogachev ⋮ GENERATORS OF MEHLER-TYPE SEMIGROUPS AS PSEUDO-DIFFERENTIAL OPERATORS ⋮ On the infinitesimal generators of Ornstein-Uhlenbeck processes with jumps in Hilbert space ⋮ Uniqueness for solutions of Fokker-Planck equations related to singular SPDE driven by Lévy and cylindrical Wiener noise ⋮ Gaussian measures on linear spaces ⋮ Time regularity for generalized Mehler semigroups ⋮ Functional inequalities for some generalised Mehler semigroups ⋮ Scaling limits for a class of regular \(\Xi\)-coalescents ⋮ On the Cauchy problem for non-local Ornstein-Uhlenbeck operators ⋮ Harnack and functional inequalities for generalized Mehler semigroups. ⋮ Invariant measure for the stochastic Cauchy problem driven by a cylindrical Lévy process ⋮ Infinite dimensional Ornstein-Uhlenbeck processes driven by Lévy processes ⋮ Fractional Langevin type equations for white noise distributions ⋮ The structure of entrance laws for time-inhomogeneous Ornstein–Uhlenbeck processes with Lévy noise in Hilbert spaces ⋮ On the block counting process and the fixation line of the Bolthausen-Sznitman coalescent ⋮ GENERALIZED MEHLER SEMIGROUPS AND ORNSTEIN–UHLENBECK PROCESSES ARISING FROM SUPERPROCESSES OVER THE REAL LINE ⋮ Unnamed Item ⋮ Scaling limits for the block counting process and the fixation line of a class of $\Lambda$-coalescents ⋮ Quasi-free semigroups on the CCR algebra ⋮ Hypercontractivity properties of nonsymmetric ornstein-uhlenbeck semigroups in hilbert spaces ⋮ On the equation \(\mu_{t+s} = \mu_s * T_s\mu_t\) ⋮ Gradient estimate for Ornstein-Uhlenbeck jump processes ⋮ Fluctuation limit theorems of immigration superprocesses with small branching ⋮ Generalized Ornstein-Uhlenbeck semigroups: Littlewood-Paley-Stein inequalities and the P. A. Meyer equivalence of norms ⋮ Liouville theorems for non-local operators ⋮ Skew convolution semigroups and affine Markov processes ⋮ Structural properties of semilinear SPDEs driven by cylindrical stable processes ⋮ Branching processes with immigration and related topics ⋮ Ornstein–Uhlenbeck operators and semigroups ⋮ Continuity and generators of dynamical semigroups for infinite Bose systems ⋮ Nonsymmetric Ornstein-Uhlenbeck semigroups in Banach spaces ⋮ Mehler semigroups, Ornstein-Uhlenbeck processes and background driving Lévy processes on locally compact groups and on hypergroups ⋮ Differentiable measures and the Malliavin calculus ⋮ Second quantisation for skew convolution products of infinitely divisible measures ⋮ Linear Evolution Equations with Cylindrical Lévy Noise: Gradient Estimates and Exponential Ergodicity ⋮ Dynamical systems generated by Sobolev class vector fields in finite and infinite dimensions ⋮ Absolutely continuous flows generated by Sobolev class vector fields in finite and infinite dimensions ⋮ Schauder theorems for a class of (pseudo‐)differential operators on finite‐ and infinite‐dimensional state spaces ⋮ Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems ⋮ Spectrum of Ornstein-Uhlenbeck operators in \(L ^{p}\) spaces with respect to invariant measures

Cites Work

• Semigroups of linear operators and applications to partial differential equations
• Traces of harmonic functions and a new path space for the free quantum field
• On the parabolic Martin boundary of the Ornstein-Uhlenbeck operator on Wiener space
• Introduction to the theory of (non-symmetric) Dirichlet forms
• On the continuity of Ornstein-Uhlenbeck processes in infinite dimensions
• Local property of Dirichlet forms and diffusions on general state spaces
• Gaussian linear operators
• Brownian processes in infinite dimension
• Mehler formula and capacities for infinite dimensional Ornstein-Uhlenbeck processes with general linear drift
• Generalized Mehler semigroups: The non-Gaussian case
• Stochastic differential equations in infinite dimensions: Solutions via Dirichlet forms
• Stationary probability measures for linear differential equations driven by white noise
• Non-Symmetric Ornstein-Uhlenbeck Processes in Banach Space Via Dirichlet Forms
• Quasi-Regular Dirichlet Forms: Examples and Counterexamples
• Stochastic Equations in Infinite Dimensions
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Generalized Mehler semigroups and applications