Results 31 to 40 of about 435 (135)

A Zaremba-type criterion for hypoelliptic degenerate Ornstein–Uhlenbeck operators

open access: yesDiscrete and Continuous Dynamical Systems - S, 2020
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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On the Ornstein-Uhlenbeck Operators on Wiener-Riemannian Manifolds

open access: yesJournal of Functional Analysis, 1993
Let \(X(t,x,w)\) be the solution of the Stratonovich SDE \[ dX=b(X)dt+\sigma (X) \circ d w(t),\quad X(0)=x, \] on a compact Riemannian manifold \(M\), where \(b\) and \(\sigma\) are smooth with \(\sigma\) strictly elliptic, and \(w(\cdot)\) is from the \(d\)-dimensional Wiener space \(W^ d_ 0\). For \(y \in M\) consider \(S_ y = \{w \in W^ d_ 0 : X(1,x,
openaire   +1 more source

A new L-antieigenvalue condition for Ornstein–Uhlenbeck operators

open access: yesJournal of Mathematical Analysis and Applications, 2016
16 pages, 2 ...
openaire   +2 more sources

Lévy–Ornstein–Uhlenbeck transition semigroup as second quantized operator

open access: yesJournal of Functional Analysis, 2011
Let \(\mu\) be an invariant measure for the transition semigroup \((P_t)\) of the Markov family defined by the Ornstein-Uhlenbeck type equation \(dX=AX\,dt+dL\) on a Hilbert space \(E\) driven by a Lévy process \(L\). The author shows that, for any \(t\geq 0\), \(P_t\) considered on \(L^2(\mu )\) is a second quantized operator on the Poisson Fock space
openaire   +3 more sources

Nonlinear Schrödinger equation with Ornstein-Uhlenbeck operator

open access: yes
In this work, we introduce and study nonlinear Schrödinger equations (NLS) with anisotropic dispersion, where the standard Laplacian acts on the Euclidean variable \(x \in \mathbb{R}^d\), and an Ornstein-Uhlenbeck ($\mathcal{OU}$) operator governs the confined direction \(α\in \mathbb{R}\). We consider models with two natural variants of $\mathcal{OU}$-
Yu, Xueying, Yue, Haitian, Zhao, Zehua
openaire   +2 more sources

Orlicz Norm Equivalence for the Ornstein-Uhlenbeck Operator

open access: yesAdvanced Studies in Pure Mathematics, 2019
The Meyer equivalence on an abstract Wiener space states that the L p -norm of square root of the Ornstein-Uhlenbeck operator is equivalent to L p -norm of the Malliavin derivative. We prove the equivalence in the framework of Orlicz space. We also discuss the logarithmic Sobolev inequality in L p setting and higher order loga- rithmic Sobolev ...
openaire   +2 more sources

Arbitrary-Order Finite-Time Corrections for the Kramers-Moyal Operator. [PDF]

open access: yesEntropy (Basel), 2021
Rydin Gorjão L   +3 more
europepmc   +1 more source

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