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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…

泛函分析 · 数学 2009-01-13 G. Mauceri , L. Noselli

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…

偏微分方程分析 · 数学 2025-09-30 Nicola Garofalo , Alessandra Lunardi

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…

泛函分析 · 数学 2023-02-15 Valentina Casarino , Paolo Ciatti , Peter Sjögren

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…

偏微分方程分析 · 数学 2014-11-25 Michela Ottobre , Grigorios Pavliotis , Karel Pravda-Starov

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…

偏微分方程分析 · 数学 2020-07-09 Paul Alphonse , Joackim Bernier

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…

偏微分方程分析 · 数学 2014-05-05 Pavel Gurevich

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…

偏微分方程分析 · 数学 2007-05-23 Enrico Priola

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…

偏微分方程分析 · 数学 2015-10-06 Denny Otten

In this paper we study nonlocal equations driven by the fractional powers of hypoelliptic operators in the form $$\mathscr K u = \mathscr A u - \partial_t u \overset{def}{=} \operatorname{tr}(Q \nabla^2 u) + <BX,\nabla u> - \partial_t u,$$…

偏微分方程分析 · 数学 2020-04-22 Nicola Garofalo , Giulio Tralli

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…

偏微分方程分析 · 数学 2010-06-09 Giuseppe Da Prato , Alessandra Lunardi

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…

偏微分方程分析 · 数学 2023-06-08 Lorenzo Marino , Stéphane Menozzi , Enrico Priola

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…

偏微分方程分析 · 数学 2014-10-27 Luciana Angiuli , Luca Lorenzi

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…

偏微分方程分析 · 数学 2007-05-23 Luigi Manca

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…

偏微分方程分析 · 数学 2021-09-28 Delio Mugnolo , Abdelaziz Rhandi

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…

概率论 · 数学 2007-05-23 A. Chojnowska-Michalik , B. Goldys

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…

泛函分析 · 数学 2017-04-13 Charles J. K. Batty , Felix Geyer

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…

偏微分方程分析 · 数学 2015-10-06 Denny Otten

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…

泛函分析 · 数学 2024-04-02 D. Addona , G. Cappa , S. Ferrari

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…

泛函分析 · 数学 2019-08-08 Wolfgang Arendt , Stefan Kunkel , Markus Kunze

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…

概率论 · 数学 2013-11-26 Yong Chen
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