Generalized Mehler semigroups: The non-Gaussian case
DOI10.1023/A:1008644017078zbMATH Open0957.47028OpenAlexW2177262980MaRDI QIDQ1973264FDOQ1973264
Authors: Marco Fuhrman, Michael Röckner
Publication date: 9 March 2001
Published in: Potential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1008644017078
Recommendations
Markov processnon-Gaussianregularityinvariant measuresstrong Feller propertytightnessgeneralized Mehler semigroup
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Markov semigroups and applications to diffusion processes (47D07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Cited In (53)
- Schauder theorems for a class of (pseudo-)differential operators on finite- and infinite-dimensional state spaces
- Stochastic Convolutions Driven by Martingales: Maximal Inequalities and Exponential Integrability
- Time inhomogeneous generalized Mehler semigroups and skew convolution equations
- Uniqueness of invariant measures of infinite dimensional stochastic differential equations driven by Lévy noises
- Hypercontractivity and absolute continuity of Gaussian generalized Mehler semigroups in Hilbert spaces
- Harmonic functions for generalized Mehler semigroups
- Generalized Mehler semigroups and applications
- Well-posedness and invariant measures for HJM models with deterministic volatility and Lévy noise
- Quasi-free semigroups on the CCR algebra
- Characterization of Gaussian semigroups on separable Banach spaces
- Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples
- Continuity and generators of dynamical semigroups for infinite Bose systems
- Covariant Mehler semigroups in Hilbert space
- Harnack and functional inequalities for generalized Mehler semigroups.
- GENERATORS OF MEHLER-TYPE SEMIGROUPS AS PSEUDO-DIFFERENTIAL OPERATORS
- Fractional Langevin type equations for white noise distributions
- Harnack inequalities and applications for Ornstein-Uhlenbeck semigroups with jump
- Invariant measure for the stochastic Cauchy problem driven by a cylindrical Lévy process
- Infinite dimensional Ornstein-Uhlenbeck processes driven by Lévy processes
- GENERALIZED MEHLER SEMIGROUPS AND ORNSTEIN–UHLENBECK PROCESSES ARISING FROM SUPERPROCESSES OVER THE REAL LINE
- The cutoff phenomenon for the stochastic heat and wave equation subject to small Lévy noise
- Potential theory of infinite dimensional Lévy processes
- Sobolev spaces of functions on a Hilbert space endowed with a translation-invariant measure and approximations of semigroups
- Fluctuation limit theorems of immigration superprocesses with small branching
- Continuity and representation of Gaussian Mehler semigroups
- Ornstein-Uhlenbeck equations with time-dependent coefficients and Lévy noise in finite and infinite dimensions
- A note on time regularity of generalized Ornstein-Uhlenbeck processes with cylindrical stable noise
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- Structural properties of semilinear SPDEs driven by cylindrical stable processes
- Linear Evolution Equations with Cylindrical Lévy Noise: Gradient Estimates and Exponential Ergodicity
- A class of Lévy driven SDEs and their explicit invariant measures
- Operator semigroups in the mixed topology and the infinitesimal description of Markov processes
- Generalized Mehler semigroups and catalytic branching processes with immigration
- Time regularity for generalized Mehler semigroups
- Liouville theorems for non-local operators
- Time regularity of generalized Ornstein-Uhlenbeck processes with Lévy noises in Hilbert spaces
- Regularity of Ornstein-Uhlenbeck processes driven by a Lévy white noise
- The structure of entrance laws for time-inhomogeneous Ornstein-Uhlenbeck processes with Lévy noise in Hilbert spaces
- On the infinitesimal generators of Ornstein-Uhlenbeck processes with jumps in Hilbert space
- On the Cauchy problem for non-local Ornstein-Uhlenbeck operators
- Ornstein–Uhlenbeck operators and semigroups
- Functional inequalities for some generalised Mehler semigroups
- Functional inequalities for a family of infinite-dimensional diffusions with degenerate noise
- Semigroups on a space of trajectories
- On the equation \(\mu_{t+s} = \mu_s * T_s\mu_t\)
- Lévy-Ornstein-Uhlenbeck transition semigroup as second quantized operator
- Shifted generalized Mehler semigroups on white noise functionals
- Skew convolution semigroups and affine Markov processes
- Non-differentiable skew convolution semigroups and related Ornstein-Uhlenbeck processes
- A stochastic heat equation with the distributions of Lévy processes as its invariant measures
- Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems
- Uniqueness for solutions of Fokker-Planck equations related to singular SPDE driven by Lévy and cylindrical Wiener noise
- Branching processes with immigration and related topics
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