






















We study the Cauchy problem involving non-local Ornstein-Uhlenbeck operators in finite and infinite dimensions. We prove classical solvability without requiring that the Lévy measure corresponding to the large jumps part has a first finite moment. Moreover, we determine a core of regular functions which is invariant for the associated transition Markov semigroup. Such a core allows to characterize the marginal laws of the Ornstein-Uhlenbeck stochastic process as unique solutions to Fokker-Planck-Kolmogorov equations for measures.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。