Related papers: Symmetric Ornstein-Uhlenbeck Semigroups and their …

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…

The relaxation of a dissipative system to its equilibrium state often shows a multiexponential pattern with relaxation rates, which are typically considered to be independent of the initial condition. The rates follow from the spectrum of a…

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 $\mathcal P_2$ be the space of probability measures on $\R^d$ having finite second moment, and consider the Riemannian structure on $\mathcal P_2$ induced by the intrinsic derivative on the $L^2$-tangent space. By using stochastic…

In the setting of Euclidean space with the Gaussian measure g, we consider all first-order Riesz transforms associated to the infinitesimal generator of the Ornstein-Uhlenbeck semigroup. These operators are known to be bounded on L^p(g),…

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 Ornstein-Uhlenbeck operators perturbed by a radial potential. Under weak assumptions we prove a spectral mapping theorem for the generated semigroup. The proof relies on a perturbative construction of the resolvent, based on…

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…

In this paper we study perturbed Ornstein-Uhlenbeck operators \begin{align*} \left[ \mathcal{L}_{\infty} v\right](x) = A\triangle v(x) + \left\langle Sx,\nabla v(x)\right\rangle-B v(x),\,x\in\mathbb{R}^d,\,d\geqslant 2, \end{align*} for…

In this paper, we consider an inference problem for an Ornstein-Uhlenbeck process driven by a general one-dimensional centered Gaussian process $(G_t)_{t\ge 0}$. The second order mixed partial derivative of the covariance function $ R(t,\,…

We study a class of spectral multipliers \phi(L) for the Ornstein--Uhlenbeck operator L arising from the Gaussian measure on R^n and find a sufficient condition for integrability of \phi(L)f in terms of the admissible conical square…

We consider stochastic equations in Hilbert spaces with singular drift in the framework of [Da Prato, R\"ockner, PTRF 2002]. We prove a Harnack inequality (in the sense of [Wang, PTRF 1997]) for its transition semigroup and exploit its…

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…

We prove that every generator of a symmetric contraction semigroup on a $\sigma$-finite measure space admits, for $1<p<\infty$, a H\"ormander-type holomorphic functional calculus on $L^p$ in the sector of angle $\phi^*_p=\arcsin|1-2/p|$.…

Let $(\phi_t)$ be a semigroup of holomorphic functions in the unit disk. We prove that all its orbits are rectifiable and that its forward orbits are Lipschitz curves. Moreover, we find a necessary and sufficient condition in terms of…

When $L$ is the Hermite or the Ornstein-Uhlenbeck operator, we find minimal integrability and smoothness conditions on a function $f$ so that the fractional power $L^\sigma f(x_0)$ is well-defined at a given point $x_0$. We illustrate 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 consider isotropic L\'evy processes on a compact Riemannian manifold, obtained from an $\mathbb{R}^d$-valued L\'evy process through rolling without slipping. We prove that the Feller semigroups associated with these processes extend to…

The main goal of this dissertation is to find conditions which will guarantee the existence of solutions in the Hilbert space $H$ of semilinear equation \[ L u+N(u)=h \] where $L$ is a linear and self-adjoint operator, $N$ a non-linear…

Let $H$ be an infinite-dimensional Hilbert space. We prove that every unconditional Schauder frame for $H$ contains a subsequence that can be normalized to form a frame for $H$. As a consequence, every semi-normalized unconditional Schauder…