Title of article
A note on the nonsymmetric Ornstein-Uhlenbeck process in Hilbert spaces Original Research Article
Author/Authors
George M. Fuhrman، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1995
Pages
4
From page
19
To page
22
Abstract
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.
Keywords
Regularity of Markov semigroups , Gaussian measures on Hilbert spaces , Sobolev spaces in infinite dimensions , Stochastic evolution equations , Ornstein-Uhlenbeck semigroup
Journal title
Applied Mathematics Letters
Serial Year
1995
Journal title
Applied Mathematics Letters
Record number
896266
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