Differentiability of transition semigroup of generalized Ornstein-Uhlenbeck process: a probabilistic approach

Ben Goldys, Szymon Peszat

Let $P_s\varphi (x)=\mathbb{E}\varphi (X^x(s))$, be the transition semigroup on the space $B_b(E)$ of bounded measurable functions on a Banach space $E$, of the Markov family defined by the l…