Regularity for semigroups of Ornstein-Uhlenbeck processes

DOI10.1007/S11117-012-0158-8MaRDI QIDQ360412zbMATH OpenOpenAlexFDO

Authors Jian Wang

Publication date 26 August 2013

Published in Positivity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11117-012-0158-8

zbMATH Keywords

Ornstein-Uhlenbeck processesregularity for semigroups

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52) Continuous-time Markov processes on general state spaces (60J25)

Review text

Let \((P_t)_{t\geq 0}\) be the semigroup of the \(d\)-dimensional Ornstein-Uhlenbeck process. Under certain assumptions, the author provides explicit estimates for \(L^p(dx)\to L^q(dx)\) norms of the semigroup \((P_t)_{t\geq 0}\) and its derivatives. \((P_t)_{t\geq 0}\) is a kind of convolution semigroup. Its regularity is studied as an advance of previous results due to \textit{W. Arendt} [in: Handbook of differential equations: evolutionary equations. Vol. I. Amsterdam: Elsevier/North-Holland. 1--85 (2004; Zbl 1082.35001)] and \textit{L. Saloff-Coste} [Aspects of Sobolev-type inequalities. Cambridge: Cambridge University Press (2002; Zbl 0991.35002)].

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Cites work

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Cited in

(12)

• On the regularity of random Ornstein-Uhlenbeck functions with values in \(l_ p,\;p\in[1,\infty[\)
• A new regularity result for Ornstein--Uhlenbeck generators and applications.
• Non-differentiable skew convolution semigroups and related Ornstein-Uhlenbeck processes
• On multidimensional Ornstein-Uhlenbeck processes driven by a general Lévy process
• Smooth properties for semigroups of Lévy processes and their application
• scientific article; zbMATH DE number 5788366 (Why is no real title available?)
• scientific article; zbMATH DE number 4102231 (Why is no real title available?)
• Linear Evolution Equations with Cylindrical Lévy Noise: Gradient Estimates and Exponential Ergodicity
• Gradient estimate for Ornstein-Uhlenbeck jump processes
• Regularity of semigroups for exponentially tempered stable processes with drift
• Regularity of Ornstein-Uhlenbeck processes driven by a Lévy white noise
• The Ornstein-Uhlenbeck bridge and applications to Markov semigroups

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