On the Ornstein-Uhlenbeck operator in convex sets of Banach spaces

Gianluca Cappa

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arXiv · 1503.02836

On the Ornstein-Uhlenbeck operator in convex sets of Banach spaces

Gianluca Cappa

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Abstract

We study the Ornstein-Uhlenbeck operator and the Ornstein-Uhlenbeck semigroup in an open convex subset of an infinite dimensional separable Banach space $X$. This is done by finite dimensional approximation. In particular we prove Logarithmic-Sobolev and Poincar\'e inequalities, and thanks to these inequalities we deduce the spectral properties of the Ornstein-Uhlenbeck operator.

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Gianluca Cappa. 2015-03-10. On the Ornstein-Uhlenbeck operator in convex sets of Banach spaces. https://arxiv.org/abs/1503.02836

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