Related papers: On the 1-dimensional complex Ornstein-Uhlenbeck op…

We solve a physically significant extension of a classic problem in the theory of diffusion, namely the Ornstein-Uhlenbeck process [G. E. Ornstein and L. S. Uhlenbeck, Phys. Rev. 36, 823, (1930)]. Our generalised Ornstein-Uhlenbeck systems…

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…

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…

The paper studies a class of Ornstein-Uhlenbeck processes on the classical Wiener space. These processes are associated with a diffusion type Dirichlet form whose corresponding diffusion operator is unbounded in the Cameron-Martin space. It…

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…

We prove an extension theorem for a small perturbation of the Ornstein-Uhlenbeck operator $(L,D(L))$ in the space of all uniformly continuous and bounded functions $f:H\to \Rset$, where $H$ is a separable Hilbert space. We consider a…

Starting from the 1-dimensional complex-valued Ornstein-Uhlenbeck process, we present two natural ways to imply the associated eigenfunctions of the 2-dimensional normal Ornstein-Uhlenbeck operators in the complex Hilbert space…

We establish a priori Lipschitz estimates for unbounded solutions of second-order Hamilton-Jacobi equations in R^N in presence of an Ornstein-Uhlenbeck drift. We generalize the results obtained by Fujita, Ishii \& Loreti (2006) in several…

We study a generalized curvature dimension inequality which is suitable for subelliptic Ornstein-Uhlenbeck type operators and deduce convergence to equilibrium in the $L^2$ and entropic sense. The main difficulty is that the operators we…

The spectra of the second quantization and the symmetric second quantization of a strict Hilbert space contraction are computed explicitly and shown to coincide. As an application, we compute the spectrum of the nonsymmetric…

Let $E$ be a real Banach space. We study the Ornstein-Uhlenbeck semigroup $P(t)$ associated with the Ornstein-Uhlenbeck operator $$ Lf(x) = \frac12 {\rm Tr} Q D^2 f(x) + <Ax, Df(x)>.$$ Here $Q$ is a positive symmetric operator from $E^*$ to…

We give a simple proof of the fact that the classical Ornstein-Uhlenbeck operator $L$ is R-sectorial of angle $arcsin|1-2/p|$ on $L^{p}(\mathbb{R}^{n},\exp(-|x|^2/2)dx)$ (for $1<p<\infty$). Applying the abstract holomorphic functional…

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…

In this work, we introduce and study nonlinear Schr\"odinger equations (NLS) with anisotropic dispersion, where the standard Laplacian acts on the Euclidean variable \(x \in \mathbb{R}^d\), and an Ornstein-Uhlenbeck ($\mathcal{OU}$)…

We study the Ornstein-Uhlenbeck operator and the Ornstein-Uhlenbeck semigroup in an open convex subset of an infinite dimensional separable Banach space $X$. This is done by finite dimensional approximation. In particular we prove…

In 1978 E. De Giorgi formulated a conjecture concerning the one-dimensional symmetry of bounded solutions to the elliptic equation \Delta u=F'(u), which are monotone in some direction. In this paper we prove the analogous statement for the…

In this paper we study the linear and nonlinear Schr\"odinger equations associated with the Ornstein-Uhlenbeck (OU) operator endowed with the Gaussian measure. While classical Strichartz estimates are well-developed for the free…

We study degenerate hypoelliptic Ornstein-Uhlenbeck operators in $L^2$ spaces with respect to invariant measures. The purpose of this article is to show how recent results on general quadratic operators apply to the study of degenerate…

For $0<s<1$, we consider the Dirichlet problem for the fractional nonlocal Ornstein--Uhlenbeck equation $$\begin{cases} (-\Delta+x\cdot\nabla)^su=f&\hbox{in}~\Omega\\ u=0&\hbox{on}~\partial\Omega, \end{cases}$$ where $\Omega$ is a possibly…

We consider the nonautonomous Ornstein-Uhlenbeck operator in some weighted spaces of continuous functions in $\R^N$. We prove sharp uniform estimates for the spatial derivatives of the associated evolution operator $\OU$, which we use to…