On the domain of non-symmetric and, possibly, degenerate Ornstein-Uhlenbeck operators in separable Banach spaces
Abstract
Let $X$ be a separable Banach space and let $Q:X^*\rightarrow X$ be a linear, bounded, non-negative and symmetric operator and let $A:D(A)\subseteq X\rightarrow X$ be the infinitesimal generator of a strongly continuous semigroup of contractions on $X$. We consider the abstract Wiener space $(X,\mu_\infty,H_\infty)$ where $\mu_\infty$ is a centred non-degenerate Gaussian measure on $X$ with covariance operator defined, at least formally, as \begin{align*} Q_\infty=\int_0^{+\infty} e^{sA}Qe^{sA^*}ds, \end{align*} and $H_\infty$ is the Cameron--Martin space associated to $\mu_\infty$. Let $H$ be the reproducing kernel Hilbert space associated with $Q$ with inner product $[\cdot,\cdot]_H$. We assume that the operator $Q_\infty A^*:D(A^*)\subseteq X^*\rightarrow X$ extends to a bounded linear operator $B\in \mathcal L(H)$ which satisfies $B+B^*=-{\rm Id}_H$, where ${\rm Id}_H$ denotes the identity operator on $H$. Let $D$ and $D^2$ be the first and second order Fréchet derivative operators, we denote by $D_H$ and $D^2_H$ the closure in $L^2(X,\mu_\infty)$ of the operators $QD$ and $QD^2$ and by $W^{1,2}_H(X,\mu_\infty)$ and and $W^{2,2}_H(X,\mu_\infty)$ their domains in $L^2(X,\mu_\infty)$, respectively,. Furthermore, we denote by $D_{A_\infty}$ the closure of the operator $Q_\infty A^*D$ and by $W^{1,2}_{A_\infty}(X,\mu_\infty)$ its domain in $L^2(X,\mu_\infty)$. We characterize the domain of the operator $L$, associated to the bilinear form \begin{align*} (u,v)\mapsto-\int_{X}[BD_Hu,D_Hv]_Hd\mu_\infty, \qquad u,v\in W^{1,2}_H(X,\mu_\infty), \end{align*} in $L^2(X,\mu_\infty)$. More precisely, we prove that $D(L)$ coincides, up to an equivalent remorming, with a subspace of $W^{2,2}_H(X,\mu_\infty)\cap W^{1,2}_{A_\infty}(X,\mu_\infty)$. We stress that we are able to treat the case when $L$ is degenerate and non-symmetric.
- Publication:
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Rendiconti Lincei. Scienze Fisiche e Naturali
- Pub Date:
- August 2022
- DOI:
- 10.4171/rlm/972
- arXiv:
- arXiv:2104.06327
- Bibcode:
- 2022RLSFN..33..297A
- Keywords:
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- Mathematics - Functional Analysis;
- Mathematics - Analysis of PDEs;
- 28C20;
- 35J70
- E-Print:
- Atti Accad. Naz. Lincei Cl. Sci. Fis. Mat. Natur. 33 (2022), no. 2, pp. 297-359