On the Ornstein-Uhlenbeck operators on Wiener-Riemannian manifolds (Q1316386)
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English | On the Ornstein-Uhlenbeck operators on Wiener-Riemannian manifolds |
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On the Ornstein-Uhlenbeck operators on Wiener-Riemannian manifolds (English)
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12 April 1994
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Let \(X(t,x,w)\) be the solution of the Stratonovich SDE \[ dX=b(X)dt+\sigma (X) \circ d w(t),\quad X(0)=x, \] on a compact Riemannian manifold \(M\), where \(b\) and \(\sigma\) are smooth with \(\sigma\) strictly elliptic, and \(w(\cdot)\) is from the \(d\)-dimensional Wiener space \(W^ d_ 0\). For \(y \in M\) consider \(S_ y = \{w \in W^ d_ 0 : X(1,x,w)=y\}\), a Wiener- Riemannian submanifold of the Wiener space. It is proved that the Ornstein-Uhlenbeck operator on \(p\)-tensor fields on \(S_ y\) is hypoelliptic and essentially selfadjoint on the polynomials on \(S_ y\).
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compact Riemannian manifold
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Ornstein-Uhlenbeck operator
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hypoelliptic
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