Ornstein-Uhlenbeck semigroups in open sets of Hilbert spaces

DOI10.1016/S0764-4442(97)85631-5zbMath0895.60083MaRDI QIDQ4358146

Zabczyk, Jerzy, Beniamin Goldys, Giuseppe Da Prato

Publication date: 29 September 1997

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

zbMATH Keywords

Ornstein-Uhlenbeck semigroupsbehaviour at the boundary

Mathematics Subject Classification ID

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

Related Items (7)

Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces. ⋮ Maximal \(L^2\) regularity for Dirichlet problems in Hilbert spaces ⋮ HJB equations and stochastic control on half-spaces of Hilbert spaces ⋮ \(L ^{2}\)-theory for non-symmetric Ornstein-Uhlenbeck semigroups on domains ⋮ 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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