SOBOLEV REGULARITY OF INVARIANT MEASURES FOR GENERALIZED ORNSTEIN–UHLENBECK OPERATORS
2006 ◽
Vol 09
(04)
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pp. 595-606
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Keyword(s):
This paper deals with the regularity of an invariant measure μ associated to a class of generalized Ornstein–Uhlenbeck operators. Regularity here means that μ is absolutely continuous with respect to a properly chosen Gaussian reference measure σ on a separable Hilbert space H. Moreover, the square root of its Radon–Nikodym derivative ρ should belong to some directional Sobolev space [Formula: see text].
1993 ◽
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