Ornstein-Uhlenbeck semigroups in infinite dimension

Published 19 May 2020 in math.AP | (2005.09499v1)

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.

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