Riesz transforms of a general Ornstein–Uhlenbeck semigroup

Abstract

AbstractWe consider Riesz transforms of any order associated to an Ornstein–Uhlenbeck operator with covariance given by a real, symmetric and positive definite matrix, and with drift given by a real matrix whose eigenvalues have negative real parts. In this general Gaussian context, we prove that a Riesz transform is of weak type (1, 1) with respect to the invariant measure if and only if its order is at most 2.