PreprintCC BY 4.0arXiv
Spectral and mapping properties of the inverse Ornstein--Uhlenbeck operator
Abstract
We investigate the spectral and boundedness properties of the inverse Ornstein--Uhlenbeck operator 𝒜Q,B and its associated semigroup in Lp spaces with respect to the inverse Gaussian measure. We establish strong continuity and contractivity of this semigroup in Lp for p ∈ [1, ∞), and obtain a complete characterization of the spectrum of 𝒜Q,B. For p ∈ (1, ∞), the spectrum is independent of p, consists entirely of eigenvalues and exhibits a spectral gap. For p=1, the spectrum is instead the left half-plane. Furthermore, we discuss ultracontractivity and hypercontractivity properties of the semigroup.
Related
- The Ornstein−Uhlenbeck process on 𝒫2 with a volatility operator
- PSEUDOSPECTRAL PHENOMENA PREVENTING THE ANALYTICITY SECTOR OF A ORNSTEIN-UHLENBECK SEMIGROUP TO BE RULED BY THE SPECTRAL ANGLE OF ITS GENERATOR
- Ornstein-Uhlenbeck semigroup maximal operator on weighted Lp space
- Fourier-Laplace transforms in polynomial Ornstein-Uhlenbeck volatility models
- Sharp Logarithmic Sobolev Inequalities for q-Araki-Woods Ornstein-Uhlenbeck Semigroups
BibTeX
@misc{bruno2026spectral,
title = {{Spectral and mapping properties of the inverse Ornstein--Uhlenbeck operator}},
author = {Tommaso Bruno and Valentina Casarino and Paolo Ciatti and Peter Sjögren},
howpublished = {arXiv},
year = {2026},
month = nov,
doi = {10.48550/arxiv.2611.06826},
eprint = {2611.06826},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2611.06826},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - Spectral and mapping properties of the inverse Ornstein--Uhlenbeck operator
AU - Tommaso Bruno
AU - Valentina Casarino
AU - Paolo Ciatti
AU - Peter Sjögren
PY - 2026
DA - 2026/11/04
PB - arXiv
DO - 10.48550/arxiv.2611.06826
UR - https://arxiv.org/abs/2611.06826
AB - We investigate the spectral and boundedness properties of the inverse Ornstein--Uhlenbeck operator 𝒜^Q,B and its associated semigroup in L^p spaces with respect to the inverse Gaussian measure. We establish strong continuity and contractivity of this semigroup in L^p for p ∈ [1, ∞), and obtain a complete characterization of the spectrum of 𝒜^Q,B. For p ∈ (1, ∞), the spectrum is independent of p, consists entirely of eigenvalues and exhibits a spectral gap. For p=1, the spectrum is instead the left half-plane. Furthermore, we discuss ultracontractivity and hypercontractivity properties of the semigroup.
ER -