Ornstein-Uhlenbeck semigroups in infinite dimension
Analysis of PDEs
2021-04-28 v1
Abstract
This is a survey paper about Ornstein-Uhlenbeck semigroups in infinite dimension, and their generators. We start from the classical Ornstein-Uhlenbeck semigroup in Wiener spaces and then discuss the general case in Hilbert spaces. Finally, we present some results for O-U semigroups in Banach spaces.
Keywords
Cite
@article{arxiv.2005.09499,
title = {Ornstein-Uhlenbeck semigroups in infinite dimension},
author = {Alessandra Lunardi and Diego Pallara},
journal= {arXiv preprint arXiv:2005.09499},
year = {2021}
}