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Consider a normal Ornstein--Uhlenbeck semigroup in $\Bbb{R}^n$, whose covariance is given by a positive definite matrix. The drift matrix is assumed to have eigenvalues only in the left half-plane. We prove that the associated maximal…

Functional Analysis · Mathematics 2021-01-08 Valentina Casarino , Paolo Ciatti , Peter Sjögren

If $Q$ is a real, symmetric and positive definite $n\times n$ matrix, and $B$ a real $n\times n$ matrix whose eigenvalues have negative real parts, we consider the Ornstein--Uhlenbeck semigroup on $\mathbb{R}^n$ with covariance $Q$ and…

Functional Analysis · Mathematics 2023-02-15 Valentina Casarino , Paolo Ciatti , Peter Sjögren

In this paper we establish $L^p$ boundedness properties for maximal operators, Littlewood-Paley functions and variation operators involving Poisson semigroups and resolvent operators associated with nonsymmetric Ornstein-Uhlenbeck…

Classical Analysis and ODEs · Mathematics 2022-02-01 Víctor Almeida , Jorge J. Betancor , Pablo Quijano , Lourdes Rodríguez-Mesa

In this paper we study perturbed Ornstein-Uhlenbeck operators \begin{align*}[\mathcal{L}_{\infty} v](x)=A\triangle v(x)+\langle Sx,\nabla v(x)\rangle-B v(x),\,x\in\mathbb{R}^d,\,d\geqslant 2,\end{align*} for simultaneously diagonalizable…

Analysis of PDEs · Mathematics 2015-10-06 Denny Otten

We establish the maximal regularity for nonautonomous Ornstein-Uhlenbeck operators in $L^p$-spaces with respect to a family of invariant measures, where $p\in (1,+\infty)$. This result follows from the maximal $L^p$-regularity for a class…

Analysis of PDEs · Mathematics 2009-03-19 Matthias Geissert , Luca Lorenzi , Roland Schnaubelt

We study bounded holomorphic functional calculus for nonsymmetric infinite dimensional Ornstein-Uhlenbeck operators ${\mathscr L}$. We prove that if $-{\mathscr L}$ generates an analytic semigroup on $L^{2}(\gamma_{\infty})$, then…

Functional Analysis · Mathematics 2016-09-13 Andrea Carbonaro , Oliver Dragičević

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…

Probability · Mathematics 2013-11-26 Yong Chen

We study the $\varrho$-th order variation seminorm of a general Ornstein--Uhlenbeck semigroup $\left(\mathcal H_t\right)_{t>0}$ in $\mathbb R^n$, taken with respect to $t$. We prove that this seminorm defines an operator of weak type…

Functional Analysis · Mathematics 2025-02-04 Valentina Casarino , Paolo Ciatti , Peter Sjögren

Consider the variation seminorm of the Ornstein-Uhlenbeck semigroup $H_t$ in dimension one, taken with respect to $t$. We show that this seminorm defines an operator of weak type $(1,1)$ for the relevant Gaussian measure. The analogous…

Functional Analysis · Mathematics 2024-05-02 Valentina Casarino , Paolo Ciatti , Peter Sjögren

We consider a class of non-trivial perturbations ${\mathscr A}$ of the degenerate Ornstein-Uhlenbeck operator in ${\mathbb R}^N$. In fact we perturb both the diffusion and the drift part of the operator (say $Q$ and $B$) allowing the…

Analysis of PDEs · Mathematics 2008-03-05 B. Farkas , L. Lorenzi

We provide necessary and sufficient conditions for a Hilbert space-valued Ornstein-Uhlenbeck process to be reversible with respect to its invariant measure $\mu$. For a reversible process the domain of its generator in $L^p(\mu )$ is…

Probability · Mathematics 2007-05-23 A. Chojnowska-Michalik , B. Goldys

We introduce a generalized inverse Gaussian setting and consider the maximal operator associated with the natural analogue of a nonsymmetric Ornstein--Uhlenbeck semigroup. We prove that it is bounded on $L^{p}$ when $p\in (1,\infty]$ and…

Functional Analysis · Mathematics 2025-01-30 Tommaso Bruno , Valentina Casarino , Paolo Ciatti , Peter Sjögren

In this note we consider the maximal function for the generalized Ornstein-Uhlenbeck semigroup in $\RR$ associated with the generalized Hermite polynomials $\{H_n^{\mu}\}$ and prove that it is weak type (1,1) with respect to…

Classical Analysis and ODEs · Mathematics 2007-05-23 Jorge Betancor , Liliana Forzani , Roberto Scotto , Wilfredo Urbina

We prove first existence of a classical solution to a class of parabolic problems with unbounded coefficients on metric star graphs subject to Kirchhoff-type conditions. The result is applied to the Ornstein--Uhlenbeck and the harmonic…

Analysis of PDEs · Mathematics 2021-09-28 Delio Mugnolo , Abdelaziz Rhandi

We prove that the maximal operator associated with variable homogeneous planar curves $(t, u t^{\alpha})_{t\in \mathbb{R}}$, $\alpha\not=1$ positive, is bounded on $L^p(\mathbb{R}^2)$ for each $p>1$, under the assumption that…

Classical Analysis and ODEs · Mathematics 2017-10-31 Shaoming Guo , Jonathan Hickman , Victor Lie , Joris Roos

Let $L_{A}=-{\rm div}(A\nabla)$ be an elliptic divergence form operator with bounded complex coefficients subject to mixed boundary conditions on an arbitrary open set $\Omega\subseteq\mathbb{R}^{d}$. We prove that the maximal operator…

Functional Analysis · Mathematics 2022-11-23 Andrea Carbonaro , Oliver Dragičević

Let $X$ be a separable Hilbert space endowed with a non-degenerate centred Gaussian measure $\gamma$ and let $\lambda_1$ be the maximum eigenvalue of the covariance operator associated with $\gamma$. The associated Cameron--Martin space is…

Analysis of PDEs · Mathematics 2025-08-15 Luciana Angiuli , Simone Ferrari , Diego Pallara

We consider Riesz transforms of any order associated to an Ornstein--Uhlenbeck operator $\mathcal L$, with covariance $Q$ given by a real, symmetric and positive definite matrix, and with drift $B$ given by a real matrix whose eigenvalues…

Functional Analysis · Mathematics 2021-09-29 Valentina Casarino , Paolo Ciatti , Peter Sjögren

In this paper we study perturbed Ornstein-Uhlenbeck operators \begin{align*} \left[ \mathcal{L}_{\infty} v\right](x) = A\triangle v(x) + \left\langle Sx,\nabla v(x)\right\rangle-B v(x),\,x\in\mathbb{R}^d,\,d\geqslant 2, \end{align*} for…

Analysis of PDEs · Mathematics 2015-10-06 Denny Otten

Let $H^n\cong \Bbb R^{2n}\ltimes \Bbb R$ be the Heisenberg group and let $\mu_t$ be the normalized surface measure for the sphere of radius $t$ in $\Bbb R^{2n}$. Consider the maximal function defined by $Mf=\sup_{t>0} |f*\mu_t|$. We prove…

Classical Analysis and ODEs · Mathematics 2010-03-15 Detlef Mueller , Andreas Seeger
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