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Invariant measures and regularity properties of perturbed Ornstein-Uhlenbeck semigroups
Authors:Abdelhadi Es-Sarhir
Affiliation:Technische Universität Darmstadt, Fachbereich Mathematik, AG4, Schloßgartenstraße 7, D-64289 Darmstadt, Germany
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.
Keywords:46A03   47D06   47D07   47D99   47A55
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