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Ornstein-Uhlenbeck semigroups in infinite dimension
1Dipartimento di Scienze Matematiche, Fisiche e Informatiche, Università di Parma, Parco Area delle Scienze 53/A, 43124 Parma, Italy.
Abstract:
This is a survey paper about Ornstein-Uhlenbeck semigroups in infinite dimension and their generators. We start from the classical Ornstein-Uhlenbeck semigroup on Wiener spaces and then discuss the general case in Hilbert spaces. Finally, we present some results for Ornstein-Uhlenbeck semigroups on Banach spaces. This article is part of the theme issue 'Semigroup applications everywhere'.
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