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arxiv: 1503.02836 · v4 · pith:PSHH7YZCnew · submitted 2015-03-10 · 🧮 math.AP · math.FA

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

classification 🧮 math.AP math.FA
keywords ornstein-uhlenbeckoperatorbanachconvexdimensionalinequalitiesapproximationdeduce
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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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