GENERATORS OF MEHLER-TYPE SEMIGROUPS AS PSEUDO-DIFFERENTIAL OPERATORS

DOI10.1142/S0219025702000894zbMath1070.47515OpenAlexW1971651867MaRDI QIDQ4818899

Paul Lescot, Michael Roeckner

Publication date: 24 September 2004

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219025702000894

zbMATH Keywords

generatorMehler semigrouppseudo-differential operator\(L^p\)-uniqueness

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) PDEs with randomness, stochastic partial differential equations (35R60) Pseudodifferential operators (47G30)

Related Items (14)

A class of Lévy driven SDEs and their explicit invariant measures ⋮ On the infinitesimal generators of Ornstein-Uhlenbeck processes with jumps in Hilbert space ⋮ Uniqueness for solutions of Fokker-Planck equations related to singular SPDE driven by Lévy and cylindrical Wiener noise ⋮ Time regularity for generalized Mehler semigroups ⋮ Ornstein-Uhlenbeck equations with time-dependent coefficients and Lévy noise in finite and infinite dimensions ⋮ Functional inequalities for some generalised Mehler semigroups ⋮ On the Cauchy problem for non-local Ornstein-Uhlenbeck operators ⋮ Harnack and functional inequalities for generalized Mehler semigroups. ⋮ Infinite dimensional Ornstein-Uhlenbeck processes driven by Lévy processes ⋮ The structure of entrance laws for time-inhomogeneous Ornstein–Uhlenbeck processes with Lévy noise in Hilbert spaces ⋮ Lévy-Ornstein-Uhlenbeck transition semigroup as second quantized operator ⋮ Well-posedness and invariant measures for HJM models with deterministic volatility and Lévy noise ⋮ Linear Evolution Equations with Cylindrical Lévy Noise: Gradient Estimates and Exponential Ergodicity ⋮ Schauder theorems for a class of (pseudo‐)differential operators on finite‐ and infinite‐dimensional state spaces

Cites Work

• Generalized Mehler semigroups and applications
• Generalized Mehler semigroups: The non-Gaussian case
• On processes of ornstein-uhlenbeck type in hilbert space
• The martingale problem for pseudo-differential operators on infinite-dimensional spaces
• Pseudo differential operators with negative definite symbols and the martingale problem

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