English

Regularization and Asymptotic Behaviour of Ornstein-Uhlenbeck Evolution Operators in Infinite Dimension

Probability 2026-07-07 v1 Analysis of PDEs

Abstract

We are concerned with the properties of Ornstein-Uhlenbeck evolution operators acting on functions defined in a Hilbert space and p-integrable with respect to a suitable Gaussian measure. These operators provide solutions to the infinite dimensional, non-autonomous backward Kolmogorov equation. The first part of the paper focuses on some general regularization properties, while the second part carries on a deep analysis of the asymptotic behaviour in the periodic case. In particular, we identify the optimal convergence rate of the Ornstein-Uhlenbeck operator with respect to time and we give an optimality criterion depending only on the drift term of the Kolmogorov equation.

Keywords

Cite

@article{arxiv.2607.06745,
  title  = {Regularization and Asymptotic Behaviour of Ornstein-Uhlenbeck Evolution Operators in Infinite Dimension},
  author = {Francesco Bartaloni},
  journal= {arXiv preprint arXiv:2607.06745},
  year   = {2026}
}