
This is a survey paper about Ornstein–Uhlenbeck semigroups in infinite dimension and their generators. We start from the classical Ornstein–Uhlenbeck semigroup on Wiener spaces and then discuss the general case in Hilbert spaces. Finally, we present some results for Ornstein–Uhlenbeck semigroups on Banach spaces. This article is part of the theme issue ‘Semigroup applications everywhere’.
Mathematics - Analysis of PDEs, Ornstein-Uhlenbeck operator, Wiener space, FOS: Mathematics, Ornstein–Uhlenbeck operators; Ornstein–Uhlenbeck semigroups; Wiener space, Ornstein-Uhlenbeck semigroup, 510, Analysis of PDEs (math.AP)
Mathematics - Analysis of PDEs, Ornstein-Uhlenbeck operator, Wiener space, FOS: Mathematics, Ornstein–Uhlenbeck operators; Ornstein–Uhlenbeck semigroups; Wiener space, Ornstein-Uhlenbeck semigroup, 510, Analysis of PDEs (math.AP)
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