A note on the nonsymmetric Ornstein-Uhlenbeck process in Hilbert spaces Original Research Article

We prove smoothness of densities and regularizing properties of semigroups associated to an Ornstein-Uhlenbeck process in a Hilbert space. The process has nonsymmetric linear drift and a unique invariant measure. As our main tool, we use formulae for the density of two equivalent Gaussian measures on a Hilbert space.