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

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…

In this paper, we calculate the Jordan decomposition (or say, the Jordan canonical form) for a class of non-symmetric Ornstein-Uhlenbeck operators with the drift coefficient matrix being a Jordan block and the diffusion coefficient matrix…

Active Ornstein-Uhlenbeck particles (AOUPs) are overdamped particles in an interaction potential subject to external Ornstein-Uhlenbeck noises. They can be transformed into a system of underdamped particles under additional velocity…

A diffusion operator on the $K$-rational points of a Tate elliptic curve $E_q$ is constructed, where $K$ is a non-archimedean local field, as well as an operator on the Berkovich-analytification $E_q^{an}$ of $E_q$. These are integral…

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…

Let $X,Y$ be normal bounded operators on a Hilbert space such that $e^X=e^Y$. If the spectra of $X$ and $Y$ are contained in the strip $\s$ of the complex plane defined by $|\Im(z)|\leq \pi$, we show that $|X|=|Y|$. If $Y$ is only assumed…

In this paper we study the L\'evy Ornstein- Uhlenbeck equation $\partial_t X_t=-m\,X_t+\eta$. The transition kernel of the L\'evy Ornstein- Uhlenbeck process is given by a series which is not convergent in general, a large diffusion…

In this paper the feasibility of funnel control techniques for the Fokker-Planck equation corresponding to a multi-dimensional Ornstein-Uhlenbeck process on an unbounded spatial domain is explored. First, using weighted Lebesgue and Sobolev…

In the paper the general case of a normal discrete Hausdorff operators in $L^2(\mathbb{R}^d)$ is considered. The main result states that under some natural arithmetic condition the spectrum of such an operator is rotationally invariant.…

Let $L$ be a linear differential operator with constant coefficients of order $n$ and complex eigenvalues $\lambda_{0},...,\lambda_{n}$. Assume that the set $U_{n}$ of all solutions of the equation $Lf=0$ is closed under complex…

In this paper we obtain generalized Keller-Osserman conditions for wide classes of differential inequalities on weighted Riemannian manifolds of the form $L u\geq b(x) f(u) \ell(|\nabla u|)$ and $L u\geq b(x) f(u) \ell(|\nabla u|) - g(u)…

In this paper, we study an extension problem for the Ornstein-Uhlenbeck operator $L=-\Delta+2x\cdot\nabla +n$ and we obtain various characterisations of the solution of the same. We use a particular solution of that extension problem to…

Let $Z$ be a $H$-valued Ornstein--Uhlenbeck process, $b\colon[0,1]\times H \rightarrow H$ and $h\colon[0,1] \rightarrow H$ be a bounded, Borel measurable functions with $\|b\|_\infty \leq 1$ then $\mathbb E \exp \alpha \left|…

It is considered Ornstein-Uhlenbeck process $ x_t = x_0 e^{-\theta t} + \mu (1-e^{-\theta t}) + \sigma \int_0^t e^{-\theta (t-s)} dW_s$, where $x_0 \in R$, $\theta>0$, $ \mu \in R$ and $\sigma > 0$ are parameters. By use values $(z_k)_{k…

We study fractional hypoelliptic Ornstein-Uhlenbeck operators acting on $L^2(\mathbb{R}^n)$ satisfying the Kalman rank condition. We prove that the semigroups generated by these operators enjoy Gevrey regularizing effects. Two byproducts…

A bounded operator on a real or complex separable infinite-dimensional Banach space $Z$ is universal in the sense of Glasner and Weiss if for every invertible ergodic measure-preserving transformation $T$ of a standard Lebesgue probability…

We classify simple symmetries for an Ornstein-Uhlenbeck process, describing a particle in an external force field $f(x)$. It turns out that for sufficiently regular (in a sense to be defined) forces there are nontrivial symmetries only if…

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…

We obtain explicit mean value formulas for the solutions of the diffusion equations associated with the Ornstein-Uhlenbeck and Hermite operators. From these, we derive various useful properties, such as maximum principles, uniqueness…

We study nonlinear elliptic equations for operators corresponding to non-stable L\'evy diffusions. We include a sum of fractional Laplacians of different orders. Such operators are infinitesimal generators of non-stable (i.e., non…