This is a survey paper about Ornstein-Uhlenbeck semigroups in infinite dimension and their generators. We start from the classical Ornstein-Uhlenbeck semigroup on Wiener spaces and then discuss the general case in Hilbert spaces. Finally, we present some results for Ornstein-Uhlenbeck semigroups on Banach spaces. This article is part of the theme issue 'Semigroup applications everywhere'.

Ornstein-Uhlenbeck semigroups in infinite dimension / Lunardi, A.; Pallara, D.. - In: PHILOSOPHICAL TRANSACTIONS OF THE ROYAL SOCIETY OF LONDON SERIES A: MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES. - ISSN 1364-503X. - 378:2185(2020). [10.1098/rsta.2019.0620rsta20190620]

Ornstein-Uhlenbeck semigroups in infinite dimension

Lunardi A.
;
2020

Abstract

This is a survey paper about Ornstein-Uhlenbeck semigroups in infinite dimension and their generators. We start from the classical Ornstein-Uhlenbeck semigroup on Wiener spaces and then discuss the general case in Hilbert spaces. Finally, we present some results for Ornstein-Uhlenbeck semigroups on Banach spaces. This article is part of the theme issue 'Semigroup applications everywhere'.
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11381/2885794
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