Ornstein–Uhlenbeck operators and semigroups

DOI10.1070/RM9812WikidataQ125578168 ScholiaQ125578168MaRDI QIDQ4684240

Vladimir I. Bogachev

Publication date: 27 September 2018

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

zbMATH Keywords

Mehler formulaOrnstein-Uhlenbeck operatorGaussian measureOrnstein-Uhlenbeck semigroupChebyshev-Hermite polynomial

Mathematics Subject Classification ID

Groups and semigroups of linear operators (47D03) Stochastic calculus of variations and the Malliavin calculus (60H07) Linear operators on function spaces (general) (47B38) General (adjoints, conjugates, products, inverses, domains, ranges, etc.) (47A05) Measures and integration on abstract linear spaces (46G12) Probability theory on linear topological spaces (60B11)

Related Items (23)

Chebyshev--Hermite Polynomials and Distributions of Polynomials in Gaussian Random Variables ⋮ Vladimir Igorevich Bogachev ⋮ Generalized Ornstein-Uhlenbeck semigroups in weighted \(L^p\)-spaces on Riemannian manifolds ⋮ Hardy-Littlewood-Sobolev inequalities for a class of non-symmetric and non-doubling hypoelliptic semigroups ⋮ Sobolev embeddings in infinite dimensions ⋮ Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes ⋮ Higher order coercive inequalities ⋮ Estimates for the heat flow in optimal spaces of unbounded initial data in \(\mathbb{R}^d\) and applications to the Ornstein-Uhlenbeck semigroup ⋮ A spectral theoretical approach for hypocoercivity applied to some degenerate hypoelliptic, and non-local operators ⋮ Sobolev and Besov classes on infinite-dimensional spaces ⋮ Kolmogorov equations for degenerate Ornstein-Uhlenbeck operators ⋮ Non-uniform Kozlov–Treschev averagings in the ergodic theorem ⋮ Optimal Sobolev embeddings for the Ornstein-Uhlenbeck operator ⋮ On interweaving relations ⋮ A note on Lusin-type approximation of Sobolev functions on Gaussian spaces ⋮ Estimates for solutions to Fokker-Planck-Kolmogorov equations with integrable drifts ⋮ Sharp exponential inequalities for the Ornstein-Uhlenbeck operator ⋮ Besov classes on finite and infinite dimensional spaces ⋮ On uniqueness of probability solutions of the Fokker-Planck-Kolmogorov equation ⋮ Differential properties of semigroups and estimates of distances between stationary distributions of diffusions ⋮ Pointwise conditions for membership of functions in weighted Sobolev classes ⋮ Log-Sobolev-type inequalities for solutions to stationary Fokker-Planck-Kolmogorov equations ⋮ New Gaussian Riesz transforms on variable Lebesgue spaces

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