Related papers: Gradient estimates and domain identification for a…

The Stokes equation on a domain $\Omega \subset R^n$ is well understood in the $L^p$-setting for a large class of domains including bounded and exterior domains with smooth boundaries provided $1<p<\infty$. The situation is very different…

Let $\mathcal{E}$ be a Hermitian vector bundle over a Riemannian manifold $M$ with metric $g$, let $\nabla$ be a metric covariant derivative on $\mathcal{E}$. We study the generalized Ornstein-Uhlenbeck differential expression…

We put together a general framework to deal with elliptic and parabolic equations associated with (nonlinear) nonlocal (fractional order) operators. Many well-known nonlocal operators enter into our framework, and in addition one may…

Let $H$ be a Hilbert space and $E$ a Banach space. In this note we present a sufficient condition for an operator $R: H\to E$ to be $\gamma$--radonifying in terms of Riesz sequences in $H$. This result is applied to recover a result of Lutz…

We use commutator techniques and calculations in solvable Lie groups to investigate certain evolution Partial Differential Equations (PDEs for short) that arise in the study of stochastic volatility models for pricing contingent claims on…

We construct an analogue of Dyson Brownian motion in the Siegel half-space H that we term Siegel Brownian motion. Given \beta in (0,\infty], a stochastic flow for Z_t in H is introduced so that the law of the eigenvalues \lambda_t of the…

Motivated by the modeling of the temporal structure of the velocity field in a highly turbulent flow, we propose and study a linear stochastic differential equation that involves the ingredients of a Ornstein-Uhlenbeck process, supplemented…

In this paper, we consider non-autonomous Ornstein-Uhlenbeck operators in smooth exterior domains $\Omega\subset \R^d$ subject to Dirichlet boundary conditions. Under suitable assumptions on the coefficients, the solution of the…

In this paper, we prove the unique existence and investigate the $L^{p}$-regularity of solutions to stochastic partial differential equations in Hilbert spaces associated with pseudo-differential operators, driven by Hilbert space-valued…

Let $L=-\Delta+V$ be a Schr\"odinger operator, where the potential $V$ belongs to the reverse H\"older class. By the subordinative formula, we introduce the fractional heat semigroup $\{e^{-t{L}^\alpha}\}_{t>0}, \alpha>0$, associated with…

We characterize the $L^1(E;\mu_\infty)$-spectrum of the Ornstein-Uhlenbeck operator, where $\mu_\infty$ is the invariant measure for the Ornstein-Uhlenbeck semigroup. The main result covers the general case of an infinite-dimensional Banach…

We characterize the domain of the realization of the linear parabolic operator Gu := u_t + L(t)u (where, for each real t, L(t) is an Ornstein-Uhlenbeck operator), in L^2 spaces with respect to a suitable measure, that is invariant for the…

Let $(G,\theta)$ be a Banach--Lie group with involutive automorphism $\theta$, $\g = \fh \oplus \fq$ be the $\theta$-eigenspaces in the Lie algebra $\g$ of $G$, and $H = (G^\theta)_0$ be the identity component of its group of fixed points.…

Let $(\varphi_t)_{t\geq 0}$ be a parabolic semigroup of analytic functions on $\mathbb{D}$, with Koenigs function $h$ and Koenigs domain $\Omega = h(\mathbb{D})$. We study the point spectrum $\sigma_p(\Delta\mid_{H^p})$ of $\Delta$, the…

For positive $C_0$-semigroups $S$ and $T$ on a Banach lattice such that $S(t) \le T(t)$ for all times $t$, we prove that analyticity of $T$ implies analyticity of $S$. This answers an open problem posed by Arendt in 2004. Our proof is based…

We study continuity and H\"older continuity of $t\mapsto P_tf$, where $P_t$ is a generalized Mehler semigroup in $C_b(X)$, the space of the continuous and bounded functions from a Banach space $X$ to $R$, and $f\in C_b(X)$. The generators…

For an arbitrary Hilbert space-valued Ornstein-Uhlenbeck process we construct the Ornstein-Uhlenbeck Bridge connecting a starting point $x$ and an endpoint $y$ that belongs to a certain linear subspace of full measure. We derive also a…

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…

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…

We consider a family of self-adjoint Ornstein--Uhlenbeck operators $L_{\alpha} $ in an infinite dimensional Hilbert space H having the same gaussian invariant measure $\mu$ for all $\alpha \in [0,1]$. We study the Dirichlet problem for the…