Article ID Journal Published Year Pages File Type
4613332 Journal of Differential Equations 2007 18 Pages PDF
Abstract

This paper deals with perturbations of the Ornstein–Uhlenbeck operator on L2-spaces with respect to a Gaussian measure μ. We perturb the generator of the Ornstein–Uhlenbeck semigroup by a certain unbounded, non-linear drift, and show various properties of the perturbed semigroup such as compactness and positivity. Strong Feller property, existence and uniqueness of an invariant measure are discussed as well.

Related Topics
Physical Sciences and Engineering Mathematics Analysis