Littlewood-Paley-Stein inequality for a symmetric diffusion (Q1203593): Difference between revisions

The set up of the paper is as follows. Let \(M\) be a complete separable metric space, \(m\) a Borel measure on \(M\), and \((X_ t,P_ x)_{x\in M}\) an \(m\)-symmetric conservative diffusion process on \(M\) with corresponding \(L^ 2(M;m)\)-generator \(L\) and symmetric semigroup \((e^{tL})_{t>0}\) on \(L^ 2(M;m)\). Assume that there exists a dense subspace \({\mathcal A}\subset L^ 2(M;m)\) such that \({\mathcal A}\) is an algebra, \({\mathcal A}\subset L^ p(M;m)\cap\text{Dom}(L)\) for all \(1\leq p<\infty\), and \(L({\mathcal A})\subset{\mathcal A}\). The square field operator \(\Gamma:{\mathcal A}\times {\mathcal A}\to {\mathcal A}\) is then defined by \[ \Gamma(f,g)=2^{-1}\{L(f\bar g)-(Lf)\bar g-f(L\bar g)\} \] where \(\bar{}\) denotes complex conjugation. Consider the trivial vector bundle \(E=M\times\mathbb{C}^ n\) and denote the set of all sections whose components belong to \({\mathcal A}\) by \({\mathcal A}(\mathbb{C}^ n)\). Let \(U(x)\), \(x\in M\), be Hermitian \(n\times n\) matrices such that \(U\) is locally bounded and for some \(\beta\geq 0\), \(U(x)\geq -\beta I_ n\) for all \(x\in M\). Extending \(L\), \(\Gamma\) to \({\mathcal A}(\mathbb{C}^ n)\) in the natural way one can define the field operator \(\vec\Gamma_ 2\) for \(u,v\in{\mathcal A}(\mathbb{C}^ n)\) by \[ \vec\Gamma_ 2(u,v)-2^{-1}\{L\Gamma(u,v)-\Gamma((L-U)u,v)- \Gamma(u,(L-U)v)\}. \] The operator \(\vec L:=L-U(x)-\alpha I_ n\) (with \(\alpha\) a large enough constant) generates a contraction semigroup on \(L^ 2(M;m)\otimes\mathbb{C}^ n\) and the corresponding Littlewood-Paley \(G\)-functions can be defined. The main result of this very nice paper is a (probabilistic) proof of the Littlewood-Paley-Stein inequality for such \(G\)-functions under the assumption that \(\vec\Gamma_ 2\) satisfies a lower bound. Furthermore, among other things the case, where more generally the fiber space is a Hilbert space, is discussed and applications to abstract Wiener spaces as well as complete (finite- dimensional) Riemannian manifolds are presented.