相关论文: On a class of hypoelliptic operators with unbounde…
Let (H_t) be the Ornstein-Uhlenbeck semigroup on R^d with covariance matrix I and drift matrix \lambda(R-I), where \lambda>0 and R is a skew-adjoint matrix and denote by \gamma_\infty the invariant measure for (H_t). Semigroups of this form…
We introduce a class of (possibly) degenerate dispersive equations with a drift. We prove that, under the H\"ormander hypoellipticity condition, the relevant Cauchy problem can be uniquely solved in the Schwartz class, and the solution…
If $Q$ is a real, symmetric and positive definite $n\times n$ matrix, and $B$ a real $n\times n$ matrix whose eigenvalues have negative real parts, we consider the Ornstein--Uhlenbeck semigroup on $\mathbb{R}^n$ with covariance $Q$ and…
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…
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…
The existence of Feller semigroups arising in the theory of multidimensional diffusion processes is studied. Unbounded perturbations of elliptic operators (in particular, integro-differential operators) are considered in plane bounded…
We consider a class of possibly degenerate second order elliptic operators $\cal A$ on $\R^n$. This class includes hypoelliptic Ornstein-Uhlenbeck type operators having an additional first order term with unbounded coefficients. We…
In this paper we study perturbed Ornstein-Uhlenbeck operators \begin{align*}[\mathcal{L}_{\infty} v](x)=A\triangle v(x)+\langle Sx,\nabla v(x)\rangle-B v(x),\,x\in\mathbb{R}^d,\,d\geqslant 2,\end{align*} for simultaneously diagonalizable…
In this paper we study nonlocal equations driven by the fractional powers of hypoelliptic operators in the form $$\mathscr K u = \mathscr A u - \partial_t u \overset{def}{=} \operatorname{tr}(Q \nabla^2 u) + <BX,\nabla u> - \partial_t u,$$…
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 study here the effects of a time-dependent second order perturbation to a degenerate Ornstein-Uhlenbeck type operator whose diffusive part can be either local or non-local. More precisely, we establish that some estimates, such as the…
Given a class of nonautonomous elliptic operators $\A(t)$ with unbounded coefficients, defined in $\overline{I \times \Om}$ (where $I$ is a right-halfline or $I=\R$ and $\Om\subset \Rd$ is possibly unbounded), we prove existence and…
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…
We prove first existence of a classical solution to a class of parabolic problems with unbounded coefficients on metric star graphs subject to Kirchhoff-type conditions. The result is applied to the Ornstein--Uhlenbeck and the harmonic…
We provide necessary and sufficient conditions for a Hilbert space-valued Ornstein-Uhlenbeck process to be reversible with respect to its invariant measure $\mu$. For a reversible process the domain of its generator in $L^p(\mu )$ is…
Let $A$ be an unbounded operator on a Banach space $X$. It is sometimes useful to improve the operator $A$ by extending it to an operator $B$ on a larger Banach space $Y$ with smaller spectrum. It would be preferable to do this with some…
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…
Let $X$ be a separable Banach space and let $Q:X^*\rightarrow X$ be a linear, bounded, non-negative and symmetric operator and let $A:D(A)\subseteq X\rightarrow X$ be the infinitesimal generator of a strongly continuous semigroup of…
We investigate a second order elliptic differential operator $A_{\beta, \mu}$ on a bounded, open set $\Omega\subset\mathbb{R}^{d}$ with Lipschitz boundary subject to a nonlocal boundary condition of Robin type. More precisely we have $0\leq…
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…