Ornstein-Uhlenbeck semigroups in open sets of Hilbert spaces

DOI10.1016/S0764-4442(97)85631-5MaRDI QIDQ4358146zbMATH OpenFDO

Authors B. Goldys, Jerzy Zabczyk, Guiseppe Da Prato

Publication date 29 September 1997

Published in Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0764-4442(97)85631-5

zbMATH Keywords

behaviour at the boundaryOrnstein-Uhlenbeck semigroups

Mathematics Subject Classification ID

One-parameter semigroups and linear evolution equations (47D06) Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60)

Cited in

(7)

• Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces.
• \(L ^{2}\)-theory for non-symmetric Ornstein-Uhlenbeck semigroups on domains
• Maximal \(L^2\) regularity for Dirichlet problems in Hilbert spaces
• HJB equations and stochastic control on half-spaces of Hilbert spaces
• Potential theory of infinite dimensional Lévy processes
• Gradient estimates for Dirichlet parabolic problems in unbounded domains
• On the Dirichlet semigroup for Ornstein-Uhlenbeck operators in subsets of Hilbert spaces

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