A new regularity result for Ornstein--Uhlenbeck generators and applications.
Linear differential equations in abstract spaces (34G10) Abstract parabolic equations (35K90) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15) One-parameter semigroups and linear evolution equations (47D06) Applications of operator theory to differential and integral equations (47N20) Gaussian processes (60G15)
The paper is concerned with investigation of the Ornstein--Uhlenbeck semigroup \(R_t\), defined by \[ R_t\varphi(x)=\int_H\varphi (e^{tA} x +y) N_{Q_t}(dy), \quad t>0, \;x\in H, \;\varphi\in C^\theta_b(H), \] on spaces of \(H\)-valued Hölder continuous functions \(C^\theta_b(H)\). Here \(N_{Q_t}\) is the Gaussian measure on \(H\) of mean 0 and the covariance operator \({Q_t}\) is given by \[ {Q_t}=-\tfrac12 A^{-1}(1- e^{2tA}), \quad t\geq0. \] The operator \(A\) satisfies Hypothesis 1.1: (i) A is self-adjoint and there exists \(\omega>0\) such that \((Ax,x)\leq -\omega| x| ^2\), \(x\in D(A)\), (ii) \(A^{-1}\) is of trace class. \(C^\theta_b(H),\) \(\theta\in(0,1),\) are Hölder subspaces of \(C_b(H)\), the space of continuous bounded functions on \(H\). The investigation expands several known results obtained for Ornstein--Uhlenbeck semigroups on \(C_b(H)\). The main result of the present paper is the regularity for \((\lambda I-L^\theta)^{-1}, \lambda>0\), where \(L^\theta\) is the restriction from \(C_b(H)\) to \(C^\theta_b(H)\) for the generator of the semigroup \(R_t\), \(t>0\). It is proved that \((-A)^{1\over2}D\varphi\in C^\theta_b(H)\) and that there exists \(M>0\) such that for any \(f\in C^\theta_b(H)\) and \(\varphi=(\lambda I-L^\theta)^{-1}f\) \[ \| (-A)^{1\over2}D\varphi\| _{C^\theta_b(H; H)}\leq \| f\| _{C^\theta_b(H)}. \] Applications to the equation \( \lambda\varphi(x)- L^\theta\varphi(x)- (F(x),(-A)^{1\over2}D\varphi(x))=f(x)\), \(\lambda>0 \), with the Kolmogorov operator \(N\varphi(x)= L^\theta\varphi(x)+ (F(x),(-A)^{1\over2} D\varphi(x))\), are given.
- scientific article; zbMATH DE number 1779811
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