Results 81 to 90 of about 108 (105)

Operators Associated with the Ornstein-Uhlenbeck Semigroup

Journal of the London Mathematical Society, 2000
In this paper we apply some of the arguments and techniques developed in [\textit{T. Menárguez}, \textit{S. Pérez} and \textit{F. Soria}, J. Lond. Math. Soc., II. Ser. 61, No. 3, 846-856 (2000; preceding review)] for the study of the boundedness of certain operators associated with the Ornstein-Uhlenbeck semigroup.
Pérez, Sonsoles, Soria, Fernando
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MAXIMAL OPERATORS FOR THE HOLOMORPHIC ORNSTEIN–UHLENBECK SEMIGROUP

Journal of the London Mathematical Society, 2003
The authors consider the Ornstein-Uhlenbeck semigroup on a finite dimensional Euclidean space \(R^d\) with Gaussian measure \(d \gamma = \pi^{-d/2} e^{-| x| ^2}\, dx\). It is a symmetric diffusion semigroup \(\{ {\mathcal H}_t: t \geq 0 \}\) whose kernel \(h_t\) has an analytic continuation to a distribution-valued function \(z \to h_z\), which is ...
GARCIA CUERVA J., MAUCERI, GIANCARLO, MEDA S., SJOGREN P., TORREA J. L.   +4 more
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Higher-order Riesz operators for the Ornstein–Uhlenbeck Semigroup

Potential Analysis, 1999
The Riesz operator of order \(\alpha\) on the space weighted with the Gaussian measure \(d\gamma=e^{-|x|^2}dx\) is the operator \(D^\alpha L^{-\frac{|\alpha|}{2}}\Pi_0\), where the operator \(L=-\frac{1}{2}\Delta+x\cdot \nabla\) is the natural Laplacian and \(\Pi_0\) is the extended orthogonal projection from \(L^2(\gamma)\) on the domain of definition
GARCIA CUERVA J., MAUCERI, GIANCARLO, SJOGREN P., TORREA J. L.   +3 more
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Spectral multipliers for the Ornstein-Uhlenbeck semigroup

Journal d'Analyse Mathématique, 1999
The authors study the possibility to introduce functional calculus generated by the Laplacian corresponding to the multidimensional space with Gaussian measure. Though they prove, that the general result of \textit{S. Meda} [Proc. Am. Math. Soc. 110, No. 3, 639-647 (1990; Zbl 0760.42007)] cannot be applied to the case.
GARCIA CUERVA J, MAUCERI, GIANCARLO, SJOGREN P., TORREA J. L.   +3 more
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The Ornstein-Uhlenbeck semigroup in exterior domains

Archiv der Mathematik, 2005
Let \(K\) be a compact in \({\mathbb R}^n\) with \(C^{1,1}\)-boundary, \(\Omega ={\mathbb R}^n\setminus K\) and matrices \(M\in M_n({\mathbb R})\setminus\{0\}\) be given.
Geissert, M., Heck, H., Hieber, M., Wood, I.   +3 more
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Ornstein-Uhlenbeck semigroups on Riemannian path spaces

Recent Developments in Stochastic Analysis and Related Topics, 2004
where μ denotes the Wiener measure. This corresponds to an extension to finite dimensions of the Mehler’s formula. There are other ways to introduce this semigroup, notably through its action on the finite dimensional Wiener chaos or by associating the semigroup to the generator, the so-called Ornstein-Uhlenbeck operator, and constructing the ...
Ana Bela Cruzeiro, Xicheng Zhang
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Regularity for semigroups of Ornstein–Uhlenbeck processes

Positivity, 2012
Let \((P_t)_{t\geq 0}\) be the semigroup of the \(d\)-dimensional Ornstein-Uhlenbeck process. Under certain assumptions, the author provides explicit estimates for \(L^p(dx)\to L^q(dx)\) norms of the semigroup \((P_t)_{t\geq 0}\) and its derivatives. \((P_t)_{t\geq 0}\) is a kind of convolution semigroup.
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Construction of a family of quantum Ornstein–Uhlenbeck semigroups

Journal of Mathematical Physics, 2004
For a given quasi-free state on the CCR algebra over one dimensional Hilbert space, a family of Markovian semigroups which leave the quasi-free state invariant is constructed by means of noncommutative elliptic operators and Dirichlet forms on von Neumann algebras.
Ko, Chul Ki, Park, Yong Moon
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Transition Semigroups of Banach Space-Valued Ornstein–Uhlenbeck Processes

Acta Applicandae Mathematica, 2003
The authors study transition semigroups associated with the stochastic linear Cauchy problem \[ dX(t)=AX(t)+dW_{H}(t), \;t\geq 0,\quad X(0)=x. \] It is assumed that \(A\) is the generator of a \(C_0\)-semigroup \({\mathbf S}=\{S(t)\}_{t\geq 0}\) of bounded linear operators on the separable real Banach space \(E\) and \({\mathbf W}_{H}=\{W_{H}(t)\}_{t ...
Goldys, B., van Neerven, J. M. A. M.
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Riesz transforms for a non-symmetric Ornstein-Uhlenbeck semigroup

Semigroup Forum, 2007
Let \(({\mathcal H}_t)_{t\geq 0}\) be the Ornstein--Uhlenbeck semigroup on \(\mathbb{R}^d\) with covariance matrix \(Q\) and drift \(B\), where \(B\) is any real matrix whose eigenvalues have a negative real part, and let \(\gamma_\infty\) be the invariant measure.
MAUCERI, GIANCARLO, NOSELLI L.
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