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JOURNALS // Uspekhi Matematicheskikh Nauk // Archive

Uspekhi Mat. Nauk, 2018 Volume 73, Issue 2(440), Pages 3–74 (Mi rm9812)

This article is cited in 31 papers

Ornstein–Uhlenbeck operators and semigroups

V. I. Bogachevab

a Lomonosov Moscow State University
b National Research University Higher School of Economics

Abstract: This survey gives an account of the state of the art of the theory of Ornstein–Uhlenbeck operators and semigroups. The domains of definition and the spectra of such operators are considered, along with related Sobolev classes with respect to Gaussian measures. Considerable attention is given to various functional inequalities involving such operators and semigroups. Generalized Mehler semigroups are briefly discussed. Major recent achievements are presented and remaining open problems are indicated.
Bibliography: 214 titles.

Keywords: Ornstein–Uhlenbeck operator, Ornstein–Uhlenbeck semigroup, Gaussian measure, Chebyshev–Hermite polynomial, Mehler formula.

UDC: 519.2

MSC: Primary 47D03, 47A05, 60H07; Secondary 46G12, 47B38, 60B11

Received: 01.12.2017
Revised: 05.01.2018

DOI: 10.4213/rm9812


 English version:
Russian Mathematical Surveys, 2018, 73:2, 191–260

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© Steklov Math. Inst. of RAS, 2025