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Symmetric Ornstein-Uhlenbeck Semigroups and their Generators

A. Chojnowska-Michalik·B. Goldys
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Abstract

We provide necessary and sufficient conditions for a Hilbert space-valued Ornstein-Uhlenbeck process to be reversible with respect to its invariant measure $μ$. For a reversible process the domain of its generator in $L^p(μ)$ is characterized in terms of appropriate Sobolev spaces thus extending the Meyer equivalence of norms to any symmetric Ornstein-Uhlenbeck operator. We provide also a formula for the size of the spectral gap of the generator. Those results are applied to study the Ornstein-Uhlenbeck process in a chaotic environment. Necessary and sufficient conditions for a transition semigroup $(R_t)$ to be compact, Hilbert-Schmidt and strong Feller are given in terms of the coefficients of the Ornstein-Uhlenbeck operator. We show also that the existence of spectral gap implies a smoothing property of $R_t$ and provide an estimate for the (appropriately defined) gradient of $R_tϕ$. Finally, in the Hilbert-Schmidt case, we show that for any $ϕ\in L^p(μ)$ the function $R_tϕ$ is an (almost) classical solution of a version of the Kolmogorov equation.

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BibTeXRIS

A. Chojnowska-Michalik, B. Goldys. 2002-05-30. Symmetric Ornstein-Uhlenbeck Semigroups and their Generators. https://arxiv.org/abs/math/0205315

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