Lévy-Ornstein-Uhlenbeck transition semigroup as second quantized operator

DOI10.1016/J.JFA.2011.03.002MaRDI QIDQ537698zbMATH OpenOpenAlexFDO

Authors Szymon Peszat

Publication date 20 May 2011

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jfa.2011.03.002

zbMATH Keywords

Lévy-Ornstein-Uhlenbeck processPoisson Fock spacesecond quantised operator

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Transition functions, generators and resolvents (60J35)

Review text

Let \(\mu\) be an invariant measure for the transition semigroup \((P_t)\) of the Markov family defined by the Ornstein-Uhlenbeck type equation \(dX=AX\,dt+dL\) on a Hilbert space \(E\) driven by a Lévy process \(L\). The author shows that, for any \(t\geq 0\), \(P_t\) considered on \(L^2(\mu )\) is a second quantized operator on the Poisson Fock space of \(e^{At}\). A similar interpretation for stochastic equations driven by the Wiener process was given by \textit{A. Chojnowska-Michalik} and \textit{B. Goldys} [J. Math. Kyoto Univ. 36, No.~3, 481--498 (1996; Zbl 0882.47013)]. For the case where \(E=\mathbb R\) and \(L\) is an \(\alpha\)-stable process, \(0<\alpha <2\), the above result implies that the transition semigroup of the one-dimensional Lévy-Ornstein-Uhlenbeck process is neither symmetric nor compact.

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Cited in

(11)

• Uniqueness for integro-PDE in Hilbert spaces
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