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Strong continuity of the Ornstein-Uhlenbeck operator
It's well known that the Ornstein-Uhlenbeck semigroup defined by
$$
P_tf(x)=\int_{\mathbb{R}}f\left(xe^{-t}+\sqrt{1-e^{-2t}}z\right)\frac{e^{-z^2/2}}{\sqrt{2\pi}}\,dz
$$
is not strongly continuous on ...