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