Maximal regularity for Kolmogorov operators in \(L^{2}\) spaces with respect to invariant measures (Q864181): Difference between revisions

The Kolomogorov or degenerate Ornstein-Uhlenbeck operator is defined as follow: \[ {\mathcal L}u(x)= \frac 1 2 \sum_{i,j=1}^d q_{i,j}D_{i,j} u(x)+\sum _{i,j=1}^d b_{i,j}x_jD_i u(x) =\frac {1}{2} \text{Tr}(QD^2u(x))+(Bx,Du(x)), \] \(x \in \mathbb R^d, \) where \(B\) and \(Q\) are real \(d \times d\) -matrices, \(Q\) is symmetric and nonnegative. The simplest significant example is a Kolomogorov operater in \(\mathbb R^2\): \[ {\mathcal L}u(x)= \frac12 u_{xx}(x,y)-(y+x)u_x(x,y)+xu_y(x,y). \] \({\mathcal L}\) is closable and its closure is denoted by \(L\). The fractional Sobolev space \({\mathcal H}^s(R^d,\mu)\) is defined by: \[ {\mathcal H}^s(\mathbb R^d,\mu)=H^{s,s/3,s/5,\dots,s/(2n-1)}(\mathbb R^d,\mu). \] The main result is a regularity result for the functions in the domain of \(L\). Theorem: Let \(k \in \mathbb N\). For the domain of the Ornstein-Uhlenbeck operator \(L\), we have \[ D(L^k) \subseteq {\mathcal H}^{2k}(\mathbb R^d,\mu), \] continuously imbedded. The result is proved by an interpolation method that uses sharp estimates for the space derivatives of the Ornstein-Uhlenbeck semigroup \(T(t)f\) for small \(t>0\) and for each \(f \in L^2(\mathbb R^d,\mu)\).