
Let \(\mu\) be an invariant measure for the transition semigroup \((P_t)\) of the Markov family defined by the Ornstein-Uhlenbeck type equation \(dX=AX\,dt+dL\) on a Hilbert space \(E\) driven by a Lévy process \(L\). The author shows that, for any \(t\geq 0\), \(P_t\) considered on \(L^2(\mu )\) is a second quantized operator on the Poisson Fock space of \(e^{At}\). A similar interpretation for stochastic equations driven by the Wiener process was given by \textit{A. Chojnowska-Michalik} and \textit{B. Goldys} [J. Math. Kyoto Univ. 36, No.~3, 481--498 (1996; Zbl 0882.47013)]. For the case where \(E=\mathbb R\) and \(L\) is an \(\alpha\)-stable process, \(0<\alpha <2\), the above result implies that the transition semigroup of the one-dimensional Lévy-Ornstein-Uhlenbeck process is neither symmetric nor compact.
second quantised operator, Poisson chaos decomposition, Transition functions, generators and resolvents, Poisson Fock space, Lévy–Ornstein–Uhlenbeck processes, Markov semigroups and applications to diffusion processes, Analysis, Lévy-Ornstein-Uhlenbeck process
second quantised operator, Poisson chaos decomposition, Transition functions, generators and resolvents, Poisson Fock space, Lévy–Ornstein–Uhlenbeck processes, Markov semigroups and applications to diffusion processes, Analysis, Lévy-Ornstein-Uhlenbeck process
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