Some results on Gaussian Besov-Lipschitz spaces and Gaussian Triebel-Lizorkin spaces (Q1048977)

The authors define Gaussian Besov-Lipschitz and Gaussian Triebel-Lizorkin spaces and investigate their properties. Let us consider the Gaussian measure \[ \gamma_{d}(x)=\frac{e^{-|x|^2}}{\pi^{d/2}}dx \] on \(\mathbb{R}^d\) and the Ornstein-Uhlenbeck differential operator \[ L=\frac{1}{2}\Delta_{x}-\langle x, \nabla_{x} \rangle. \] The Bessel potential \(\mathcal{J}_{\alpha}\) of order \(\alpha > 0\) is defined formally as \[ \mathcal{J}_{\alpha}=(I-L)^{-\alpha/2}. \] The Gaussian Sobolev space of order \(\alpha \geq 0\), \(1 <p< \infty\), is defined as the image \(L^{p}_{\alpha}(\gamma_{d}) \equiv \mathcal{J}_{\alpha}L^p(\gamma_{d})\) of \(L^p(\gamma_{d})\) with the norm \(\|f\|_{p, \alpha}=\|(I-L)^{\alpha/2}f\|_{L^p(\gamma_{d})}\). The Ornstein-Uhlenbeck semigroup \(\{T_{t} \}_{t \geq 0}\) is a strongly continuous Markov semigroup on \(L^p(\gamma_{d})\), \(1 \leq p < \infty\), with infinitesimal generator \(L\), and the Poisson-Hermite semigroup \(\{ P_{t} \}_{t \geq 0}\) is defined as \[ P_{t}f = \frac{1}{\sqrt{\pi}}\int^{\infty}_{0}\frac{e^{-u}}{\sqrt{u}} T_{t^2/4u}f(x) du. \] Definition. Let \(\alpha \geq 0\), \(k\) be the smallest integer greater than \(\alpha\), and \(1 \leq p, q \leq \infty\). For \(1 \leq q < \infty\), the Gaussian Besov-Lipschitz space \(B^{\alpha}_{pq}(\gamma_{\alpha})\) is defined as the set of functions \(f\) for which \[ \|f\|_{B^{\alpha}_{pq}}\equiv \|f\|_{L^{p}(\gamma_{d})} +\Bigl(\int_{0}^{\infty}\bigl(t^{k-\alpha}\Bigm\|\frac{\partial^{k}P_{t}f}{\partial t^k}\Bigm\|_{L^p(\gamma_{d})}\bigr)^q\frac{dt}{t}\Bigr)^{1/q} < \infty. \] For \(q=\infty\), the Gaussian Besov-Lipschitz spaces \(B^{\alpha}_{p \infty}(\gamma_{d})\) is defined as the set of functions \(f \in L^p(\gamma_{d})\) for which there exists a constant \(A\) such that \[ \Bigm\|\frac{\partial^kP_{t}f}{\partial t^k}\Bigm\|_{L^p(\gamma_{d})} \leq At^{-(k-\alpha)},\quad t>0 \] with the norm \[ \|f\|_{B^{\alpha}_{p\infty}}\equiv \|f\|_{ L^p(\gamma_{d})}+A_{k}(f) \] where \(A_{k}(f)\) is the smallest constant \(A\) appearing in the above inequality. Let \(\alpha \geq 0\), \(k\) be the smallest integer greater than \(\alpha\), and \(1 \leq p, q < \infty\). The Gaussian Triebel-Lizorkin space \(F^{\alpha}_{pq}(\gamma_{d})\) is the set of functions for which \[ \|f\|_{F^{\alpha}_{pq}(\gamma_{d})} \equiv \|f\|_{ L^p(\gamma_{d})}+ \Bigm\|\Bigl(\int_{0}^{\infty}\bigl(t^{k-\alpha}\Bigm|\frac{\partial^kP_{t}f}{\partial t^k}\Bigm|\bigr)^q \frac{dt}{t}\Bigr)^{1/q}\Bigm\|_{ L^p(\gamma_{d})} < \infty. \] It is clear that similar constructions are possible for the harmonic analysis of Laguerre or Jacobi polynomial expansions and even further in the framework of general diffusion semigroups [cf. \textit{K. Saka}, ``Besov spacs and Sobolev spaces on a nilpotent Lie group'', Tohoku Math. J., II. Ser. 31, 383--437 (1979; Zbl 0429.43004)]. The authors study embedding relations, intepolation results and continuity results of some operators (the Ornstein-Uhlenbeck and the Poisson-Hermite semigroup and the Bessel potential) on these function spaces. They also investigate inclusion relations among the Gaussian Sobolev spaces \(L^p_{\alpha}(\gamma_{d})\) and these function spaces.