Lévy-Ornstein-Uhlenbeck transition semigroup as second quantized operator

DOI10.1016/J.JFA.2011.03.002zbMATH Open1231.47041OpenAlexW2028457335MaRDI QIDQ537698FDOQ537698

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

Poisson Fock spacesecond quantised operatorLévy-Ornstein-Uhlenbeck process

Mathematics Subject Classification ID

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

Cites Work

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• Stochastic Equations in Infinite Dimensions
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• On processes of ornstein-uhlenbeck type in hilbert space
• Nonsymmetric Ornstein-Uhlenbeck semigroup as second quantized operator
• Stochastic Partial Differential Equations with Levy Noise
• Densities for Ornstein-Uhlenbeck processes with jumps
• Invariant measures and symmetry property of Lévy type operators
• Generalized Mehler semigroups: The non-Gaussian case
• GENERATORS OF MEHLER-TYPE SEMIGROUPS AS PSEUDO-DIFFERENTIAL OPERATORS
• Regularity of Ornstein-Uhlenbeck processes driven by a Lévy white noise
• Time irregularity of generalized Ornstein-Uhlenbeck processes
• Perturbations of generalized Mehler semigroups and applications to stochastic heat equations with Levy noise and singular drift
• Symmetric Ornstein-Uhlenbeck semigroups and their generators
• On analytic Ornstein-Uhlenbeck semigroups in infinite dimensions
• Generalized Ornstein-Uhlenbeck semigroups: Littlewood-Paley-Stein inequalities and the P. A. Meyer equivalence of norms
• Logarithmic Sobolev inequalities: Regularizing effect of Lévy operators and asymptotic convergence in the Lévy–Fokker–Planck equation
• On regularity properties of nonsymmetric ornstein-uhlenbeck semigroup inL^Pspaces
• Spectrum of Ornstein-Uhlenbeck operators in \(L ^{p}\) spaces with respect to invariant measures
• Generalized Poisson functionals
• Martingale Representation of Functionals of Lévy Processes
• Asymptotic behaviour of densities of multi-dimensional stable distributions
• ON THE DOMAIN OF NONSYMMETRIC ORNSTEIN–UHLENBECK OPERATORS IN BANACH SPACES
• Hypercontractivity properties of nonsymmetric ornstein-uhlenbeck semigroups in hilbert spaces
• SECOND QUANTIZATION AND THE L^p-SPECTRUM OF NONSYMMETRIC ORNSTEIN–UHLENBECK OPERATORS

Cited In (10)

• On Stein's method for multivariate self-decomposable laws
• SECOND QUANTIZATION AND THE L^p-SPECTRUM OF NONSYMMETRIC ORNSTEIN–UHLENBECK OPERATORS
• Nonsymmetric Ornstein-Uhlenbeck semigroup as second quantized operator
• Infinite dimensional Ornstein-Uhlenbeck processes driven by Lévy processes
• The fundamental solution of the master equation for a jump-diffusion Ornstein-Uhlenbeck process
• On some operators associated with non-degenerate symmetric \(\alpha \)-stable probability measures
• Integro-PDE in Hilbert spaces: existence of viscosity solutions
• Second quantisation for skew convolution products of infinitely divisible measures
• On the eigenfunctions of the complex Ornstein-Uhlenbeck operators
• Uniqueness for integro-PDE in Hilbert spaces

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