Generalized ornstein-uhlenbeck process having a characteristic operator with polynomial coefficients

Summary Let be a weighted Schwartz's space of rapidly decreasing functions, the dual space and (t) a perturbed diffusion operator with polynomial coefficients from into itself. It is proven that (t) generates the Kolmogorov evolution operator from into itself via stochastic method. As applications, we construct a unique solution of a Langevin's equation on : whereW(t) is a Brownian motion and ^*(t) is the adjoint of (t) and show a central limit theorem for interacting multiplicative diffusions.