Time inhomogeneous generalized Mehler semigroups and skew convolution equations

DOI10.1515/FORUM-2013-0192zbMATH Open1348.60117OpenAlexW2330500459MaRDI QIDQ254064FDOQ254064

Authors: Shun-Xiang Ouyang, Michael Röckner 

Publication date: 8 March 2016

Published in: Forum Mathematicum (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/510286084c4c91650aab6fe0f631cb30fe4dc288

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zbMATH Keywords

infinite divisibilityHarnack inequalityMehler semigroupsOrnstein-Uhlenbeck processesskew convolution equations

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60)

Cited In (11)

• Harmonic functions for generalized Mehler semigroups
• Evolution systems and continuity equations for white noise functionals
• The structure of entrance laws for time-inhomogeneous Ornstein–Uhlenbeck processes with Lévy noise in Hilbert spaces
• Log-Sobolev inequalities and hypercontractivity for Ornstein-Uhlenbeck evolution operators in infinite dimension
• Stochastic evolution equations in Banach spaces and applications to the Heath-Jarrow-Morton-Musiela equations
• On supports of evolution systems of measures for converging in law non-homogenous Markov processes
• Time regularity for generalized Mehler semigroups
• Schauder theorems for a class of (pseudo‐)differential operators on finite‐ and infinite‐dimensional state spaces
• Mehler hemigroups and embedding of discrete skew convolution semigroups on simply connected nilpotent Lie groups
• On the equation \(\mu_{t+s} = \mu_s * T_s\mu_t\)
• Non-differentiable skew convolution semigroups and related Ornstein-Uhlenbeck processes

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