Generalized Mehler semigroups: The non-Gaussian case
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A generalized Mehler semigroup on a Hilbert space \(E\), acting on bounded Borel functions \(f:E\to{\mathbb R}\), is defined by the formula \[ p_t f(x) = \int_E f(T_tx+y)\mu_t(dy), \quad x\in E,\;t > 0. \] Here \((T_t)_{t\geq 0}\) is a strongly continuous semigroup of linear operators on \(E\) and \(\mu_t\) is a family of probability measures on \(E\). These semigroups were introduced by \textit{V. I. Bogachev, M. Röckner} and \textit{B. Schmuland} [Probab. Theory Relat. Fields 105, No. 2, 193-225 (1996; Zbl 0849.60066)] and studied especially in the Gaussian case. In the present paper the authors consider the general, non-Gaussian case. In particular, an associated Markov process is constructed, tightness of the associated \((r,p)\)-capacities is proved. Moreover, existence of invariant measures, strong Feller property, time regularity in the space of uniformly continuous and bounded functions, and description of the generator are also studied.
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