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.
;
2020-01-01
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'.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
