Related papers: Infinite dimensional reflecting Ornstein-Uhlenbeck…

We present some new results on analytic Ornstein-Uhlenbeck semigroups and use them to extend recent work of Da Prato and Lunardi for Ornstein-Uhlenbeck semigroups on open domains O to the non-symmetric case. Denoting the generator of the…

Representations of the quantum superalgebra U_q[osp(1/2)] and their relations to the basic hypergeometric functions are investigated. We first establish Clebsch-Gordan decomposition for the superalgebra U_q[osp(1/2)] in which the…

In this short communication we present a (functional) central limit theorem for the idle process of a one-sided reflected Ornstein-Uhlenbeck proces.

We develop a Radon transform on Banach spaces using Gaussian measure and prove that if a bounded continuous function on a separable Banach space has zero Gaussian integral over all hyperplanes outside a closed bounded convex set in the…

We derive Onsager-Machlup functionals for countable product measures on weighted $\ell^p$ subspaces of the sequence space $\mathbb{R}^{\mathbb{N}}$. Each measure in the product is a shifted and scaled copy of a reference probability measure…

The present paper continues the study of infinite dimensional calculus via regularization, started by C. Di Girolami and the second named author, introducing the notion of weak Dirichlet process in this context. Such a process X, taking…

We establish new approximation results in the sense of Lusin for Sobolev functions $f$ with $|\nabla f| \in L\log L$ on infinite-dimensional spaces equipped with Gaussian measures. The proof relies on some new pointwise estimate for the…

We prove a general criterion for the density in energy of suitable subalgebras of Lipschitz functions in the metric-Sobolev space $H^{1,p}(X,\mathsf{d},\mathfrak{m})$ associated with a positive and finite Borel measure $\mathfrak{m}$ in a…

We exhibit the necessary range for which functions in the Sobolev spaces $L^s_p$ can be represented as an unconditional sum of orthonormal spline wavelet systems, such as the Battle-Lemari\'e wavelets. We also consider the natural…

The process $(G_t)_{t\in[0,T]}$ is referred to as a fractional Gaussian process if the first-order partial derivative of the difference between its covariance function and that of the fractional Brownian motion $(B^H_t)_{t\in[0,T ]}$ is a…

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.…

We use asymptotic methods from the theory of differential equations to obtain an analytical expression for the survival probability of an Ornstein-Uhlenbeck process with a potential defined over a broad domain. We form a uniformly…

In analogy with the study of Pollicott-Ruelle resonances on negatively curved manifolds, we define anisotropic Sobolev spaces that are well-adapted to the analysis of the geodesic vector field associated with any translation invariant…

Let $X$ be a Banach space, let $(\Omega,\mu)$ be a $\sigma$-finite measure space and let $A,B\colon\Omega\to B(X)$ be strongly measurable $\gamma$-bounded functions. We show that for all $x\in X$ and all $x^*\in X^*$, there exist a Hilbert…

Let $S \subset \mathbb{Z}^{d}$ be a finitely generated subsemigroup. Let $E$ be a product system over $S$. We show that there exists an infinite dimensional separable Hilbert space $\mathcal{H}$ and a semigroup $\alpha:=\{\alpha_x\}_{x \in…

We define a finite Borel measure of Gibbs type, supported by the Sobolev spaces of negative indexes on the circle. The measure can be seen as a limit of finite dimensional measures. These finite dimensional measures are invariant by the…

In this paper, we consider the statistical inference of the drift parameter $\theta$ of non-ergodic Ornstein-Uhlenbeck~(O-U) process driven by a general Gaussian process $(G_t)_{t\ge 0}$. When $H \in (0, \frac 12) \cup (\frac 12,1) $ the…

We describe the strong dual space $({\mathcal O}^s (D))^*$ for the space ${\mathcal O}^s (D) = H^s (D) \cap {\mathcal O} (D)$ of holomorphic functions from the Sobolev space $H^s(D)$, $s \in \mathbb Z$, over a bounded simply connected plane…

~It is considered a transmittion process of a useful signal in Ornstein-Uhlenbeck model in $\mathbb{C}[-l,l[$ defined by the stochastic differential equation $$ d\Psi(t,x,\omega)=\sum_{n=0}^{2m} A_n\frac{\partial^{n}}{\partial…

A complete description of traces on $\mathbb{R}^{n}$ of functions from the weighted Sobolev space $W^{l}_{1}(\mathbb{R}^{n+1},\gamma)$, $l \in \mathbb{N}$, with weight $\gamma \in A^{\rm loc}_{1}(\mathbb{R}^{n+1})$ is obtained. In the case…