Ornstein-Uhlenbeck semigroups in infinite dimension

Abstract

This is a survey paper about Ornstein-Uhlenbeck semigroups in infinite dimension, and their generators. We start from the classical Ornstein-Uhlenbeck semigroup in Wiener spaces and then discuss the general case in Hilbert spaces. Finally, we present some results for O-U semigroups in Banach spaces.

References in corpus (1)

• Schauder theorems for a class of (pseudo-)differential operators on finite and infinite dimensional state spaces

Cited by in corpus (1)

• Differentiability in infinite dimension and the Malliavin calculus