Norm discontinuity of Ornstein-Uhlenbeck semigroups

DOI10.1007/S002339900058MaRDI QIDQ1806050zbMATH OpenOpenAlexFDO

Authors Jan van Neerven, Jerzy Zabczyk

Publication date 6 December 1999

Published in Semigroup Forum (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s002339900058

zbMATH Keywords

\(C_0\)-semigroupFeldman-Hajek's orthogonality criteriumGaussian measureOrnstein-Uhlenbeck hyperbolic systemsOrnstein-Uhlenbeck semigroupsorthogonality of Gaussian measuresorthogonality resultstopped transition semigroupstopping time random variableWiener semigroup

Mathematics Subject Classification ID

One-parameter semigroups and linear evolution equations (47D06) Probability theory on linear topological spaces (60B11) Gaussian processes (60G15)

Review text

Let \(BUC(E)\) be the Banach space of all bounded real-valued, uniformly continuous functions on an infinite-dimensional separable real Banach space \(E\). Let \(P(t)\), \(t\geq 0\) be the Wiener semigroup defined on \(BUC(E)\). By a new method the authors extend the 1998 Desch-Rhandi discontinuity result given for \(P(t)\) in the Hilbert space \(E=H\). Namely, they succeed in deducing the discontinuity result: \[ \|P(t_0+ h)- P(t_0)\|_{BUC(E)}= 2,\quad\forall t_0\geq 0,\quad h>0,\quad E\text{ any Banach space}, \] from the well-known orthogonality result for the Gaussian measure \(\mu_t(\cdot)\overset{\text{def}} =\mu(\cdot/\sqrt t)\) (\(\mu\) be a centered Gaussian measure on \(E\)), namely \(\mu_t\perp \mu_s\) if \(t\neq s\). By the same new method they succeed to get an analogous discontinuity result for the more general Ornstein-Uhlenbeck semigroups (but on the Hilbert space \(E=H\)) defined with respect to some selfadjoint operator \(Q\) and some \(C_0\)-semigroup \(S(t)\). They deduce this result from the known Feldman-Hajek orthogonality criterium for general Gaussian measures on \(H\). Realizations of this result for the case of commutativity of \(Q\) and \(S(t)\) as well as for Ornstein-Uhlenbeck hyperbolic systems are given. Finally, the authors give the discontinuity result for the stopped transition semigroup associated with some Ornstein-Uhlenbeck semigroup and some stopping time random variable.

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(14)

• Nonsymmetric Ornstein-Uhlenbeck semigroups in Banach spaces
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• Spectral analysis of localized rotating waves in parabolic systems
• scientific article; zbMATH DE number 1884264 (Why is no real title available?)
• DIRICHLET PROBLEMS IN A HALF-SPACE OF A HILBERT SPACE
• The maximal operator of a normal Ornstein-Uhlenbeck semigroup is of weak type (1,1)
• Time regularity for generalized Mehler semigroups
• Operator semigroups in the mixed topology and the infinitesimal description of Markov processes
• The Ornstein-Uhlenbeck semigroup in finite dimension
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• Perturbation for a class of transition semigroups on the Hölder space \(C_{b,\mathrm{loc}}^{\theta}(H)\)
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• Invariant measures and regularity properties of perturbed Ornstein--Uhlenbeck semigroups

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