Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4613332 | Journal of Differential Equations | 2007 | 18 Pages |
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