On analytic Ornstein-Uhlenbeck semigroups in infinite dimensions (Q2458395)

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On analytic Ornstein-Uhlenbeck semigroups in infinite dimensions
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    On analytic Ornstein-Uhlenbeck semigroups in infinite dimensions (English)
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    31 October 2007
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    In this paper, the optimal angle of analyticity of Ornstein--Uhlenbeck semigroups is computed. A uniformly elliptic operator \(L\) of the form \[ Lf(x)={1\over 2} \sum^n_{i,j=1} q_{ij} D_{ij}f(x)+ \sum^n_{i,j=1} a_{ij} x_j D_if(x),\quad x\in\mathbb{R}^n, \] where \(Q= (q_{ij})\) is a real, symmetric and strictly positive definite matrix and \(A= (a_{ij})\) is a real matrix all of whose eigenvalues lie in the open half-plane \(\{z\in\mathbb{C}: \text{Re\,}z< 0\}\) is called the Ornstein--Uhlenbeck operator associated with \(Q\) and \(A\). The operator \(L\) generates an analytic \(C_0\)-semigroup \((P(t))_{t\geq 0}\) on \(L^p(\mathbb{R}^n,\mu_\infty)\) for \(1< p<\infty\), where \(\mu_\infty\) is the centred Gaussian measure on \(\mathbb{R}^n\) and an invariant measure for \(L\), in the sense that \[ \int_{\mathbb{R}^n} Lf\,d\mu_\infty=0\text{ for }f\in{\mathcal D}(L). \] \textit{R.\,Chill, E.\,Fašangová, G.\,Metafune} and \textit{D.\,Pallara} [J.~Lond.\ Math.\ Soc., II.\ Ser.\ 71, No.\,3, 703--722 (2005; Zbl 1123.35030)] showed that \((P(t))_{t\geq 0}\) is an analytic \(C_0\)-contraction semigroup on the sector \[ \sum\Theta_p:= \{re^{i\phi}\in \mathbb{C}: r> 0,\,|\phi|< \Theta_p\}, \] where \[ \text{cot\,}\Theta_p= {\sqrt{(p- 2)^2+ p^2\gamma^2}\over 2\sqrt{p- 1}} \] and \(\gamma\) is constant depending on \(Q\) and \(A\). Moreover, the above sector is proved to be optimal. In the present paper, these results are extended to analytic Ornstein--Uhlenbeck semigroups on \(L^p(E,\mu_\infty)\) for \(1< p<\infty\), where \(E\) are real Banach spaces and \(Q\in{\mathcal L}(E^*, E)\) are positive symmetric operators.
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    Ornstein-Uhlenbeck semigroups
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    elliptic operators in divergence form
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    sector of analyticity
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