Regularity for semigroups of Ornstein-Uhlenbeck processes

DOI10.1007/S11117-012-0158-8MaRDI QIDQ360412zbMATH OpenOpenAlexFDO

Authors 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)

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Cites work

• scientific article; zbMATH DE number 1402217 (Why is no real title available?)
• Aspects of Sobolev-type inequalities
• Conservativeness and extensions of Feller semigroups
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• Growth and Hölder conditions for the sample paths of Feller processes
• Inequalities in Fourier analysis
• Logarithmic Sobolev inequalities: Regularizing effect of Lévy operators and asymptotic convergence in the Lévy–Fokker–Planck equation
• On multidimensional Ornstein-Uhlenbeck processes driven by a general Lévy process
• On the coupling property and the Liouville theorem for Ornstein-Uhlenbeck processes
• Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type

Cited in

(12)

• Linear Evolution Equations with Cylindrical Lévy Noise: Gradient Estimates and Exponential Ergodicity
• scientific article; zbMATH DE number 5788366 (Why is no real title available?)
• A new regularity result for Ornstein--Uhlenbeck generators and applications.
• Regularity of Ornstein-Uhlenbeck processes driven by a Lévy white noise
• The Ornstein-Uhlenbeck bridge and applications to Markov semigroups
• Non-differentiable skew convolution semigroups and related Ornstein-Uhlenbeck processes
• On the regularity of random Ornstein-Uhlenbeck functions with values in \(l_ p,\;p\in[1,\infty[\)
• Gradient estimate for Ornstein-Uhlenbeck jump processes
• Smooth properties for semigroups of Lévy processes and their application
• Regularity of semigroups for exponentially tempered stable processes with drift
• scientific article; zbMATH DE number 4102231 (Why is no real title available?)
• On multidimensional Ornstein-Uhlenbeck processes driven by a general Lévy process

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