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Related papers: Symmetric Ornstein-Uhlenbeck Semigroups and their …

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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…

Analysis of PDEs · Mathematics 2020-07-09 Paul Alphonse , Joackim Bernier

We give several functional inequalities related to the Ornstein-Uhlenbeck semigroup in the Dunkl differential-difference operators setting. As an application of these inequalities, we derive out a Sobolev-logarithmic and an…

Functional Analysis · Mathematics 2023-12-05 Mostafa Maslouhi , El houssain Lamine

Consider the linear stochastic evolution equation dU(t) = AU(t) + dW_H(t), t\ge 0, where A generates a C_0-semigroup on a Banach space E and W_H is a cylindrical Brownian motion in a continuously embedded Hilbert subspace H of E. Under the…

Functional Analysis · Mathematics 2014-08-15 Jan van Neerven

A time inhomogeneous generalized Mehler semigroup on a real separable Hilbert space ${\mathds{H}}$ is defined through $$ p_{s,t}f(x)=\int_{\mathds{H}} f(U(t,s)x+y)\,\mu_{t,s}(dy), \quad t\geq s, \ x\in{\mathds{H}} $$ for every bounded…

Probability · Mathematics 2012-09-12 Shun-Xiang Ouyang , Michael Röckner

The Ornstein-Uhlenbeck process is interpreted as Brownian motion in a harmonic potential. This Gaussian Markov process has a bounded variance and admits a stationary probability distribution, in contrast to the standard Brownian motion. It…

Statistical Mechanics · Physics 2023-06-07 Pece Trajanovski , Petar Jolakoski , Kiril Zelenkovski , Alexander Iomin , Ljupco Kocarev , Trifce Sandev

We present the correct space of test functions for the Ornstein-Uhlenbeck processes defined in \cite{fgn2}. Under these new spaces, an invariance with respect to a second order operator is shown, granting the existence and uniqueness of…

Probability · Mathematics 2016-07-01 Tertuliano Franco , Patrícia Gonçalves , Adriana Neumann

We study frequent hypercyclicity in the context of strongly continuous semigroups of operators. More precisely, we give a criterion (sufficient condition) for a semigroup to be frequently hypercyclic, whose formulation depends on the Pettis…

Functional Analysis · Mathematics 2010-06-04 E. M. Mangino , A. Peris

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…

Mathematical Physics · Physics 2014-11-18 Jan van Neerven

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…

Analysis of PDEs · Mathematics 2014-11-25 Michela Ottobre , Grigorios Pavliotis , Karel Pravda-Starov

Let $\gamma_{d}$ be the $d$-dimensional standard Gaussian measure and $\{Q_{t}\}_{t\ge 0}$ the Ornstein-Uhlenbeck semigroup acting on $L^{1}(\gamma_{d})$. We show that the hypercontractivity of $\{Q_{t}\}_{t\ge 0}$ is equivalent to the…

Probability · Mathematics 2018-08-21 Yuu Hariya

In this paper we establish $L^p(\mathbb{R}^d,\gamma_\infty)$-boundedness properties for square functions involving time and spatial derivatives of Ornstein-Uhlenbeck semigroups. Here $\gamma_\infty$ denotes the invariant measure. In order…

Classical Analysis and ODEs · Mathematics 2022-07-25 Víctor Almeida , Jorge J. Betancor , Juan C. Fariña , Pablo Quijano , Lourdes Rodríguez-Mesa

We extend some classical results of Cowling and Meda to the noncommutative setting. Let $(T_t)_{t>0}$ be a symmetric contraction semigroup on a noncommutative space $L_p(\mathcal{M}),$ and let the functions $\phi$ and $\psi$ be regularly…

Operator Algebras · Mathematics 2016-03-16 Xiao Xiong

We investigate the spectrum of the generator induced on the space of Hilbert-Schmidt operators by a Gaussian quantum Markov semigroup with a faithful normal invariant state in the general case, without any symmetry or quantum detailed…

Functional Analysis · Mathematics 2025-04-17 Franco Fagnola , Zheng Li

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…

Probability · Mathematics 2012-10-29 Joyce Assaad , Jan van Neerven

We develop a phase-space framework for fractional generalised anharmonic oscillators and their heat semigroups on weighted modulation spaces. We consider operators of the form \[ \mathcal{H}_{k,l}=(-\Delta)^{l}+V(x), \] where $V$ is a…

Functional Analysis · Mathematics 2026-03-03 Aparajita Dasgupta , Uttam Kumar Dolai

We define a time-changed fractional Ornstein-Uhlenbeck process by composing a fractional Ornstein-Uhlenbeck process with the inverse of a subordinator. Properties of the moments of such process are investigated and the existence of the…

Probability · Mathematics 2020-04-30 Giacomo Ascione , Yuliya Mishura , Enrica Pirozzi

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

Let $\mathcal{X}$ be a separable Hilbert space with norm $\|\cdot\|$ and let $T>0$. Let $Q$ be a linear, self-adjoint, positive, trace class operator on $\mathcal{X}$, let $F:\mathcal{X}\rightarrow \mathcal{X}$ be a (smooth enough) function…

Analysis of PDEs · Mathematics 2024-04-02 D. A. Bignamini , S. Ferrari

Skew convolution semigroups play an important role in the study of generalized Mehler semigroups and Ornstein-Uhlenbeck processes. We give a characterization for a general skew convolution semigroup on real separable Hilbert space whose…

Probability · Mathematics 2007-05-23 Donald A. Dawson , Zenghu Li , Byron Schmuland , Wei Sun

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|…

Probability · Mathematics 2016-12-23 Lukas Wresch