Exponentially weighted resolvent estimates for complex Ornstein-Uhlenbeck systems (Q904339)

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    Exponentially weighted resolvent estimates for complex Ornstein-Uhlenbeck systems
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      Exponentially weighted resolvent estimates for complex Ornstein-Uhlenbeck systems (English)
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      13 January 2016
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      The main object of the paper is to study the perturbed Ornstein-Uhlenbeck operator of the form \[ {\mathcal L}_{\infty} v := A\Delta v + \langle S(\cdot),\nabla v\rangle -Bv, \] where \(A\) and \(B\) are \(N\times N\) simultaneously diagonalizable complex matrices such that all eigenvalues of \(A\) have positive real parts, and \(S\) is a skew symmetric \(d\times d\) real matrix (\(d\geq 2\)). The operator is considered on exponentially weighted function spaces \(L^p_{\theta}(\mathbb{R}^d, \mathbb{C}^N)\) and \(C_{b,\theta}(\mathbb{R}^d, \mathbb{C}^N)\). The author constructs a heat-kernel matrix of operator \({\mathcal L}_{\infty} \) and prove several estimates for it. Using this kernel he defines Ornstein-Uhlenbeck-type semigroups on the exponentially weighted \(L^p\)- and \(C_b\)- spaces, respectively. By the semigroup theory he then obtains resolvent equations for the respective infinitesimal generators. He finally proves some exponentially weighted resolvent estimates. The results depend on the type of the weighted function space under consideration. The paper arises from the author's PhD Thesis and contains a comprehensive survey of known results also for the scalar and real-valued Ornstein-Uhlenbeck operators.
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      Ornstein-Uhlenbeck operator
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      drift term
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      heat kernel
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      Ornstein-Uhlenbeck semigroup
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      exponentially weighted function spaces
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      resolvent estimates
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