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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2015
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/1505.01876 |
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Table of Contents:
- 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.