Ornstein-Uhlenbeck process on abstract Wiener spaces, hypercontractivity, and logarithmic Sobolev inequality

Research output: Other contribution

Abstract

We briefly go over Ornstein-Uhlenbeck processes on abstract Wiener spaces. Then, we prove the hypercontractivity of the Ornstein-Uhlenbeck semigroup and show its equivalence to the logarithmic Sobolev inequality. This presentation is mainly based on the monograph by Shigekawa
Original languageEnglish
TypeLecture note
Number of pages25
Publication statusUnpublished - Jan 2015

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