On a nonsymmetric Ornstein-Uhlenbeck semigroup and its generator

MaRDI QIDQ6246737FDO

Authors Yong Chen

Publication date 25 November 2013

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic calculus of variations and the Malliavin calculus (60H07)

Abstract: If we add a simple rotation term to both the Ornstein-Uhlenbeck semigroup and the definition of the H-derivative, then analogue to the classical Malliavin calculus on the real Wiener space [I. Shigekawa, Stochastic analysis, 2004], we get a normal but nonsymmetric Ornstein-Uhlenbeck operator $L$ on the complex Wiener space. The eigenfunctions of the operator $L$ are given. In addition, the hypercontractivity for the nonsymmetric Ornstein-Uhlenbeck semigroup is shown.

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