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Russian Mathematical Surveys, 2018, Volume 73, Issue 2, Pages 191–260
DOI: https://doi.org/10.1070/RM9812
(Mi rm9812)
 

This article is cited in 32 scientific papers (total in 33 papers)

Ornstein–Uhlenbeck operators and semigroups

V. I. Bogachevab

a Lomonosov Moscow State University
b National Research University Higher School of Economics
References:
Abstract: This survey gives an account of the state of the art of the theory of Ornstein–Uhlenbeck operators and semigroups. The domains of definition and the spectra of such operators are considered, along with related Sobolev classes with respect to Gaussian measures. Considerable attention is given to various functional inequalities involving such operators and semigroups. Generalized Mehler semigroups are briefly discussed. Major recent achievements are presented and remaining open problems are indicated.
Bibliography: 214 titles.
Keywords: Ornstein–Uhlenbeck operator, Ornstein–Uhlenbeck semigroup, Gaussian measure, Chebyshev–Hermite polynomial, Mehler formula.
Funding agency Grant number
Russian Science Foundation 17-11-01058
This research was conducted at Lomonosov Moscow State University with the support of the Russian Science Foundation (grant no. 17-11-01058).
Received: 01.12.2017
Revised: 05.01.2018
Bibliographic databases:
Document Type: Article
UDC: 519.2
MSC: Primary 47D03, 47A05, 60H07; Secondary 46G12, 47B38, 60B11
Language: English
Original paper language: Russian
Citation: V. I. Bogachev, “Ornstein–Uhlenbeck operators and semigroups”, Russian Math. Surveys, 73:2 (2018), 191–260
Citation in format AMSBIB
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Linking options:
  • https://www.mathnet.ru/eng/rm9812
  • https://doi.org/10.1070/RM9812
  • https://www.mathnet.ru/eng/rm/v73/i2/p3
  • This publication is cited in the following 33 articles:
    1. Angela A. Albanese, “The fine spectra of a difference of weighted shift operators acting in some classical sequence spaces”, Journal of Mathematical Analysis and Applications, 543:1 (2025), 128868  crossref
    2. V. I. Bogachev, S. V. Shaposhnikov, “Kolmogorov Equations for Degenerate Ornstein–Uhlenbeck Operators”, Sib Math J, 65:1 (2024), 21  crossref  mathscinet
    3. V. I. Bogachev, S. V. Shaposhnikov, “Uravneniya Kolmogorova dlya vyrozhdennykh operatorov Ornshteina — Ulenbeka”, Sib. matem. zhurn., 65:1 (2024), 27–37  mathnet  crossref
    4. Valentina Casarino, Paolo Ciatti, Peter Sjögren, Trends in Mathematics, 4, Modern Problems in PDEs and Applications, 2024, 13  crossref
    5. Davide A. Bignamini, Simone Ferrari, Simona Fornaro, Margherita Zanella, “Differentiability in infinite dimension and the Malliavin calculus”, Probab. Surveys, 21:none (2024)  crossref
    6. J. C. Robinson, A. Rodííguez-Bernal, “Estimates for the heat flow in optimal spaces of unbounded initial data in $ \mathbb {R}^d $ and applications to the Ornstein–-Uhlenbeck semigroup”, Mediterr. J. Math., 20:2 (2023), 70  crossref  mathscinet
    7. V. I. Bogachev, M. Röckner, S. V. Shaposhnikov, “Kolmogorov problems on equations for stationary and transition probabilities of diffusion processes”, Theory Probab. Appl., 68:3 (2023), 342–369  mathnet  crossref  crossref
    8. V. I. Bogachev, “Sobolev and Besov Classes on Infinite-Dimensional Spaces”, Proc. Steklov Inst. Math., 323 (2023), 59–80  mathnet  crossref  crossref  mathscinet
    9. H. Luo, X. Zhang, S. Zhao, “Sobolev embeddings in infinite dimensions”, Sci. China Math., 66:10 (2023), 2157  crossref  mathscinet
    10. Andrea Cianchi, Vít Musil, Luboš Pick, “Optimal Sobolev embeddings for the Ornstein-Uhlenbeck operator”, Journal of Differential Equations, 359 (2023), 414  crossref
    11. N. Garofalo, G. Tralli, “Hardy-Littlewood-Sobolev inequalities for a class of non-symmetric and non-doubling hypoelliptic semigroups”, Math. Ann., 383:1-2 (2022), 1–38  crossref  mathscinet  isi
    12. V. I. Bogachev, “Pointwise Conditions for Membership of Functions in Weighted Sobolev Classes”, Funct. Anal. Appl., 56:2 (2022), 86–100  mathnet  crossref  crossref
    13. E. Dalmasso, R. Scotto, “New Gaussian Riesz transforms on variable Lebesgue spaces”, Anal. Math., 48:1 (2022), 39–67  crossref  mathscinet  isi
    14. O. Milatovic, H. Saratchandran, “Generalized Ornstein–Uhlenbeck semigroups in weighted $L$-spaces on Riemannian manifolds”, Journal of Functional Analysis, 283:8 (2022), 109623  crossref  mathscinet
    15. L. Miclo, P. Patie, “On interweaving relations”, J. Funct. Anal., 280:3 (2021), 108816  crossref  mathscinet  zmath  isi
    16. A. Shaposhnikov, “A note on Lusin-type approximation of Sobolev functions on Gaussian spaces”, J. Funct. Anal., 280:6 (2021), 108917  crossref  mathscinet  zmath  isi
    17. V. I. Bogachev, T. I. Krasovitskii, S. V. Shaposhnikov, “On uniqueness of probability solutions of the Fokker-Planck-Kolmogorov equation”, Sb. Math., 212:6 (2021), 745–781  mathnet  crossref  crossref  zmath  adsnasa  isi  elib
    18. V. I. Bogachev, “Chebyshev–Hermite polynomials and distributions of polynomials in Gaussian random variables”, Theory Probab. Appl., 66:4 (2022), 550–569  mathnet  crossref  crossref  zmath
    19. P. A. Borodin, I. A. Ibragimov, B. S. Kashin, V. V. Kozlov, A. V. Kolesnikov, S. V. Konyagin, E. D. Kosov, O. G. Smolyanov, N. A. Tolmachev, D. V. Treshchev, A. V. Shaposhnikov, S. V. Shaposhnikov, A. N. Shiryaev, A. A. Shkalikov, “Vladimir Igorevich Bogachev (on his 60th birthday)”, Russian Math. Surveys, 76:6 (2021), 1149–1157  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi
    20. A. Cianchi, V. Musil, L. Pick, “Sharp exponential inequalities for the ornstein-uhlenbeck operator”, J. Funct. Anal., 281:11 (2021), 109217  crossref  mathscinet  isi
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