Regularity for semigroups of Ornstein-Uhlenbeck processes

DOI10.1007/s11117-012-0158-8zbMath1283.60076OpenAlexW2076325283MaRDI QIDQ360412

Jian Wang

Publication date: 26 August 2013

Published in: Positivity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11117-012-0158-8

zbMATH Keywords

Ornstein-Uhlenbeck processesregularity for semigroups

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Stable stochastic processes (60G52)

Related Items

Smooth properties for semigroups of Lévy processes and their application, Linear Evolution Equations with Cylindrical Lévy Noise: Gradient Estimates and Exponential Ergodicity

Cites Work

• On the coupling property and the Liouville theorem for Ornstein-Uhlenbeck processes
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• Inequalities in Fourier analysis
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• Growth and Hölder conditions for the sample paths of Feller processes
• On multidimensional Ornstein-Uhlenbeck processes driven by a general Lévy process
• Coupling property and gradient estimates of Lévy processes via the symbol
• Logarithmic Sobolev inequalities: Regularizing effect of Lévy operators and asymptotic convergence in the Lévy–Fokker–Planck equation
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