Roberto, C.; Zegarlinski, B. Hypercontractivity for Markov semi-groups. (English) Zbl 07505253 J. Funct. Anal. 282, No. 12, Article ID 109439, 30 p. (2022). Reviewer: Feng-Yu Wang (Tianjin) MSC: 47D07 46E30 60J35 PDFBibTeX XMLCite \textit{C. Roberto} and \textit{B. Zegarlinski}, J. Funct. Anal. 282, No. 12, Article ID 109439, 30 p. (2022; Zbl 07505253) Full Text: DOI arXiv
Benth, Fred Espen; Di Nunno, Giulia; Simonsen, Iben Cathrine Sensitivity analysis in the infinite dimensional Heston model. (English) Zbl 1481.60102 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 24, No. 2, Article ID 2150014, 29 p. (2021). MSC: 60H07 60H15 46N30 91G20 PDFBibTeX XMLCite \textit{F. E. Benth} et al., Infin. Dimens. Anal. Quantum Probab. Relat. Top. 24, No. 2, Article ID 2150014, 29 p. (2021; Zbl 1481.60102) Full Text: DOI arXiv
Addona, D. Analyticity of nonsymmetric Ornstein-Uhlenbeck semigroup with respect to a weighted Gaussian measure. (English) Zbl 07303856 Potential Anal. 54, No. 1, 95-117 (2021). MSC: 47D07 46G05 47B32 PDFBibTeX XMLCite \textit{D. Addona}, Potential Anal. 54, No. 1, 95--117 (2021; Zbl 07303856) Full Text: DOI arXiv
Zhang, Lunchuan The equivalence of hypercontractivity and logarithmic Sobolev inequality for \(q (-1 \leq q \leq 1)\) -Ornstein-Uhlenbeck semigroup. (English) Zbl 07238368 Chin. Ann. Math., Ser. B 41, No. 4, 615-626 (2020). MSC: 47D03 58G32 46L50 46L70 PDFBibTeX XMLCite \textit{L. Zhang}, Chin. Ann. Math., Ser. B 41, No. 4, 615--626 (2020; Zbl 07238368) Full Text: DOI
Benth, Fred Espen; Simonsen, Iben Cathrine The Heston stochastic volatility model in Hilbert space. (English) Zbl 1401.60093 Stochastic Anal. Appl. 36, No. 4, 733-750 (2018). MSC: 60G60 60H15 91G20 46N30 PDFBibTeX XMLCite \textit{F. E. Benth} and \textit{I. C. Simonsen}, Stochastic Anal. Appl. 36, No. 4, 733--750 (2018; Zbl 1401.60093) Full Text: DOI arXiv
Bhar, Suprio; Rajeev, B. Differential operators on Hermite Sobolev spaces. (English) Zbl 1351.60078 Proc. Indian Acad. Sci., Math. Sci. 125, No. 1, 113-125 (2015). MSC: 60H15 60J60 35R15 35R60 46E35 PDFBibTeX XMLCite \textit{S. Bhar} and \textit{B. Rajeev}, Proc. Indian Acad. Sci., Math. Sci. 125, No. 1, 113--125 (2015; Zbl 1351.60078) Full Text: DOI
Gentil, Ivan Logarithmic Sobolev inequality for diffusion semigroups. (English) Zbl 1338.46047 Ollivier, Yann (ed.) et al., Optimal transport. Theory and applications. Proceedings of the summer school ‘Optimal transportation: theory and applications’, Fourier Institute, Grenoble, France. Cambridge: Cambridge University Press (ISBN 978-1-107-68949-7/pbk; 978-1-107-29729-6/ebook). London Mathematical Society Lecture Note Series 413, 41-57 (2014). MSC: 46E35 47D07 60J60 PDFBibTeX XMLCite \textit{I. Gentil}, Lond. Math. Soc. Lect. Note Ser. 413, 41--57 (2014; Zbl 1338.46047) Full Text: arXiv
Benth, Fred Espen; Krühner, Paul Representation of infinite-dimensional forward price models in commodity markets. (English) Zbl 1322.60100 Commun. Math. Stat. 2, No. 1, 47-106 (2014). MSC: 60H15 60G51 60G10 91G80 47B10 47G10 46E35 PDFBibTeX XMLCite \textit{F. E. Benth} and \textit{P. Krühner}, Commun. Math. Stat. 2, No. 1, 47--106 (2014; Zbl 1322.60100) Full Text: DOI arXiv
Bentaleb, Abdellatif; Fahlaoui, Saïd; Hafidi, Ali On extension and refinement of the Poincaré inequality. (English) Zbl 1261.60076 Arch. Math. 100, No. 1, 63-74 (2013). MSC: 60J60 42A99 46E35 60J25 PDFBibTeX XMLCite \textit{A. Bentaleb} et al., Arch. Math. 100, No. 1, 63--74 (2013; Zbl 1261.60076) Full Text: DOI
Pfaffelhuber, Peter; Weisshaupt, Heinz Sensitivity analysis of one parameter semigroups exemplified by the Wright-Fisher diffusion. (English) Zbl 1280.47053 Int. J. Funct. Anal. Oper. Theory Appl. 3, No. 2, 109-128 (2011). Reviewer: Ruhollah Jahanipur (Kashan) MSC: 47D06 47A55 35B20 47D07 46N60 46A20 PDFBibTeX XMLCite \textit{P. Pfaffelhuber} and \textit{H. Weisshaupt}, Int. J. Funct. Anal. Oper. Theory Appl. 3, No. 2, 109--128 (2011; Zbl 1280.47053) Full Text: arXiv Link
Levajković, Tijana; Pilipović, Stevan; Seleši, Dora The stochastic Dirichlet problem driven by the Ornstein-Uhlenbeck operator: approach by the Fredholm alternative for chaos expansions. (English) Zbl 1225.60107 Stochastic Anal. Appl. 29, No. 2, 317-331 (2011). Reviewer: Raouf Ghomrasni (Muizenberg) MSC: 60H15 60H40 60G20 46N30 PDFBibTeX XMLCite \textit{T. Levajković} et al., Stochastic Anal. Appl. 29, No. 2, 317--331 (2011; Zbl 1225.60107) Full Text: DOI
Ambrosio, Luigi; Miranda, Michele jun.; Maniglia, Stefania; Pallara, Diego BV functions in abstract Wiener spaces. (English) Zbl 1194.46066 J. Funct. Anal. 258, No. 3, 785-813 (2010). Reviewer: Stefan Balint (Timişoara) MSC: 46G12 46T20 26B30 26E15 47D07 PDFBibTeX XMLCite \textit{L. Ambrosio} et al., J. Funct. Anal. 258, No. 3, 785--813 (2010; Zbl 1194.46066) Full Text: DOI
Gentil, Ivan; Imbert, Cyril Logarithmic Sobolev inequalities: regularizing effect of Lévy operators and asymptotic convergence in the Lévy-Fokker-Planck equation. (English) Zbl 1202.47093 Stochastics 81, No. 3-4, 401-414 (2009). Reviewer: Victoria Knopova (Kiev) MSC: 47N20 46N20 47G20 35K15 47D07 60G60 PDFBibTeX XMLCite \textit{I. Gentil} and \textit{C. Imbert}, Stochastics 81, No. 3--4, 401--414 (2009; Zbl 1202.47093) Full Text: DOI arXiv
Mandrekar, V.; Rüdiger, B. Generalized Ornstein-Uhlenbeck processes on separable Banach spaces. (English) Zbl 1168.60016 Dalang, Robert C. (ed.) et al., Seminar on stochastic analysis, random fields and applications V. Proceedings of the 5th seminar, Centro Stefano Franscini, Ascona, Switzerland, May 30 to June 3, 2005. Basel: Birkhäuser (ISBN 978-3-7643-8457-9/hbk). Progress in Probability 59, 261-274 (2008). Reviewer: Kun Soo Chang (Seoul) MSC: 60H05 60G51 60G57 46B09 47G99 PDFBibTeX XMLCite \textit{V. Mandrekar} and \textit{B. Rüdiger}, Prog. Probab. 59, 261--274 (2008; Zbl 1168.60016)
Pasik-Duncan, B.; Duncan, T. E.; Maslowski, B. Linear stochastic equations in a Hilbert space with a fractional Brownian motion. (English) Zbl 1133.60015 Yan, Houmin (ed.) et al., Stochastic processes, optimization, and control theory: applications in financial engineering, queueing networks, and manufacturing systems. A volume in honor of Suresh Sethi on the occasion of his 60th birthday. New York, NY: Springer (ISBN 0-387-33770-9/hbk). International Series in Operations Research & Management Science 94, 201-221 (2006). Reviewer: Nicolas Privault (Hong Kong) MSC: 60G15 60H05 60G17 47D06 60H15 46N30 PDFBibTeX XMLCite \textit{B. Pasik-Duncan} et al., Int. Ser. Oper. Res. Manag. Sci. 94, 201--221 (2006; Zbl 1133.60015)
Weba, Michael Optimal trend estimation in geometric asset price models. (English) Zbl 1102.62115 Discuss. Math., Probab. Stat. 25, No. 1, 51-70 (2005). MSC: 62P05 62M09 46N30 91B28 62M05 PDFBibTeX XMLCite \textit{M. Weba}, Discuss. Math., Probab. Stat. 25, No. 1, 51--70 (2005; Zbl 1102.62115)
Bosq, Denis Standard Hilbert moving averages. (Moyennes mobiles Hilbertiennes standard.) (French) Zbl 1102.62092 Ann. I.S.U.P. 48, No. 3, 17-28 (2004). MSC: 62M10 46N30 PDFBibTeX XMLCite \textit{D. Bosq}, Ann. I.S.U.P. 48, No. 3, 17--28 (2004; Zbl 1102.62092)
Deck, Thomas Hankel operators over the complex Wiener space. (English) Zbl 1055.47022 Potential Anal. 20, No. 3, 207-222 (2004). Reviewer: Alexei Yu. Karlovich (Braga) MSC: 47B35 46E20 47D03 47D07 PDFBibTeX XMLCite \textit{T. Deck}, Potential Anal. 20, No. 3, 207--222 (2004; Zbl 1055.47022) Full Text: DOI
Ezawa, Hiroshi Ornstein-Uhlenbeck path integral and its application. (English) Zbl 0989.47033 Acta Appl. Math. 63, No. 1-3, 119-135 (2000). Reviewer: Michael Perelmuter (Kyïv) MSC: 47D08 46T12 60K40 PDFBibTeX XMLCite \textit{H. Ezawa}, Acta Appl. Math. 63, No. 1--3, 119--135 (2000; Zbl 0989.47033) Full Text: DOI
Üstünel, Ali Süleyman; Zakai, Moshe Transformation of measure on Wiener space. (English) Zbl 0974.46044 Springer Monographs in Mathematics. Berlin: Springer. xiii, 297 p. (2000). Reviewer: Sergey Lüdkovsky (Moskva) MSC: 46G12 46-02 28-02 60-02 60H05 60G15 60G30 28C20 60H25 60G35 46T12 60H07 PDFBibTeX XMLCite \textit{A. S. Üstünel} and \textit{M. Zakai}, Transformation of measure on Wiener space. Berlin: Springer (2000; Zbl 0974.46044)
Giurgescu, Patricia Remarks on the uncertainty principle and Heisenberg group. (English) Zbl 0990.43005 Rev. Roum. Math. Pures Appl. 44, No. 3, 371-384 (1999). MSC: 43A30 46N30 60J65 60K40 81S05 PDFBibTeX XMLCite \textit{P. Giurgescu}, Rev. Roum. Math. Pures Appl. 44, No. 3, 371--384 (1999; Zbl 0990.43005)
Gross, Leonard Hypercontractivity over complex manifolds. (English) Zbl 0983.47026 Acta Math. 182, No. 2, 159-206 (1999). Reviewer: J.Picard (Aubière) MSC: 47D06 46E35 31C25 32Q99 58J65 60H07 60J35 PDFBibTeX XMLCite \textit{L. Gross}, Acta Math. 182, No. 2, 159--206 (1999; Zbl 0983.47026) Full Text: DOI
Hirsch, Francis Lipschitz functions and fractional Sobolev spaces. (English) Zbl 0944.46028 Potential Anal. 11, No. 4, 415-429 (1999). Reviewer: L.Skrzypczak (Poznań) MSC: 46E35 47D07 60H07 PDFBibTeX XMLCite \textit{F. Hirsch}, Potential Anal. 11, No. 4, 415--429 (1999; Zbl 0944.46028) Full Text: DOI
Da Prato, Giuseppe Non gradient perturbations of Ornstein-Uhlenbeck semigroups. (English) Zbl 0936.47022 Escher, Joachim (ed.) et al., Topics in nonlinear analysis. The Herbert Amann anniversary volume. Basel: Birkhäuser. Prog. Nonlinear Differ. Equ. Appl. 35, 83-99 (1999). Reviewer: M.Wolff (Tübingen) MSC: 47D06 60H10 47D07 46G12 PDFBibTeX XMLCite \textit{G. Da Prato}, Prog. Nonlinear Differ. Equ. Appl. 35, 83--99 (1999; Zbl 0936.47022)
Kubo, Izumi Non-isotropic Ornstein-Uhlenbeck process and white noise analysis. (English) Zbl 0884.60034 Csiszár, I. (ed.) et al., Stochastic differential and difference equations. Papers from the conference, Györ, Hungary, August 21–24, 1996. Boston, MA: Birkhäuser. Prog. Syst. Control Theory. 23, 167-182 (1997). Reviewer: I.Dôku (Urawa) MSC: 60G20 46F25 PDFBibTeX XMLCite \textit{I. Kubo}, in: Stochastic differential and difference equations. Papers from the conference, Györ, Hungary, August 21--24, 1996. Boston, MA: Birkhäuser. 167--182 (1997; Zbl 0884.60034)
Hirsch, Francis Lipschitz functions and fractional Sobolev spaces. (Fonctions lipschitziennes et espaces de Sobolev fractionnaires.) (French) Zbl 0889.47025 C. R. Acad. Sci., Paris, Sér. I 324, No. 11, 1227-1230 (1997). MSC: 47D07 46E35 PDFBibTeX XMLCite \textit{F. Hirsch}, C. R. Acad. Sci., Paris, Sér. I 324, No. 11, 1227--1230 (1997; Zbl 0889.47025) Full Text: DOI
Mourid, Tahar Autoregressive representation in a Banach space of real continuous time processes and equivalence of laws. (Représentation autorégressive dans un espace de Banach de processus réels à temps continu et équivalence des lois.) (French. Abridged English version) Zbl 0849.60033 C. R. Acad. Sci., Paris, Sér. I 322, No. 12, 1219-1224 (1996). MSC: 60G12 46E15 PDFBibTeX XMLCite \textit{T. Mourid}, C. R. Acad. Sci., Paris, Sér. I 322, No. 12, 1219--1224 (1996; Zbl 0849.60033)
Fukuda, Ryoji Ornstein-Uhlenbeck semigroup and Fourier transform acting on positive finite measures on the Schwartz space. (English) Zbl 0866.60032 J. Math. Kyoto Univ. 35, No. 3, 387-402 (1995). Reviewer: S.Takenaka (Okayama) MSC: 60G15 46G20 PDFBibTeX XMLCite \textit{R. Fukuda}, J. Math. Kyoto Univ. 35, No. 3, 387--402 (1995; Zbl 0866.60032) Full Text: DOI
Kubo, Izumi; Kuo, Hui-Hsiung Finite dimensional Hida distributions. (English) Zbl 0892.46045 J. Funct. Anal. 128, No. 1, 1-47 (1995). Reviewer: T.Ichinose (Kanazawa) MSC: 46F25 46G12 28C20 60G20 60B11 47A70 PDFBibTeX XMLCite \textit{I. Kubo} and \textit{H.-H. Kuo}, J. Funct. Anal. 128, No. 1, 1--47 (1995; Zbl 0892.46045) Full Text: DOI
Aida, Shigeki Sobolev spaces over loop groups. (English) Zbl 0823.46034 J. Funct. Anal. 127, No. 1, 155-172 (1995). MSC: 46E35 58J05 60H07 58J65 22E67 PDFBibTeX XMLCite \textit{S. Aida}, J. Funct. Anal. 127, No. 1, 155--172 (1995; Zbl 0823.46034) Full Text: DOI
Aida, Shigeki On the Ornstein-Uhlenbeck operators on Wiener-Riemannian manifolds. (English) Zbl 0795.60043 J. Funct. Anal. 116, No. 1, 83-110 (1993). Reviewer: H.Crauel (Saarbrücken) MSC: 60H10 58J65 46G05 60J65 60H07 PDFBibTeX XMLCite \textit{S. Aida}, J. Funct. Anal. 116, No. 1, 83--110 (1993; Zbl 0795.60043) Full Text: DOI
Bosq, Denis Limit theorems for autoregressive processes in Banach spaces. Applications. (Propriétés asymptotiques des processus autorégressifs banachiques. Applications.) (French) Zbl 0770.62075 C. R. Acad. Sci., Paris, Sér. I 316, No. 6, 607-610 (1993). MSC: 62M10 46N30 60B12 60B11 PDFBibTeX XMLCite \textit{D. Bosq}, C. R. Acad. Sci., Paris, Sér. I 316, No. 6, 607--610 (1993; Zbl 0770.62075)
Cruzeiro, Ana Bela Processus sur l’espace de Wiener associés à des opérateurs élliptiques à coefficients dans certains espaces de Sobolev. (Processes on the Wiener space associated to elliptic operators with coefficients in certain Sobolev spaces). (French) Zbl 0624.60085 J. Funct. Anal. 72, 346-367 (1987). Reviewer: C.S.Chou MSC: 60J60 60H15 46E35 PDFBibTeX XMLCite \textit{A. B. Cruzeiro}, J. Funct. Anal. 72, 346--367 (1987; Zbl 0624.60085) Full Text: DOI
Ustunel, A. S. Additive processes on nuclear spaces. (English) Zbl 0554.60072 Ann. Probab. 12, 858-868 (1984). Reviewer: E.Dettweiler MSC: 60J99 60B11 60H20 46E99 46F99 PDFBibTeX XMLCite \textit{A. S. Ustunel}, Ann. Probab. 12, 858--868 (1984; Zbl 0554.60072) Full Text: DOI
Malliavin, Paul Régularité de lois conditionnelles et calcul des variations stochastiques. (French) Zbl 0417.60077 C. R. Acad. Sci., Paris, Sér. A 289, 357-360 (1979). MSC: 60J60 60H10 46B99 PDFBibTeX XMLCite \textit{P. Malliavin}, C. R. Acad. Sci., Paris, Sér. A 289, 357--360 (1979; Zbl 0417.60077)