A probabilistic proof of a priori L^p estimates for a class of divergence form elliptic operators

Abstract: Suppose that

c a l L

is a divergence form differential operator of the form

, where

U

is scalar valued,

I

identity matrix and

H

an anti-symmetric matrix valued function. The coefficients are not assumed to be bounded, but are

C^{2}

regular. We show that if

Z = i n t_{m a t h b b R^{d}} e^{- U (x)} d x < + i n f t y

and the supremum of the numerical range of matrix

- f r a c 12 a b l a_{x}^{2} U + f r a c 12 a b l a_{x} l e f t a b l a_{x} c d o t H - [a b l a_{x} U]^{T} H i g h t

satisfies some exponential integrability condition with respect to measure

d m u = Z^{- 1} e^{- U} d x

, then for any

1 l e p < q < + i n f t y

there exists a constant

C > 0

such that

l e f t | f i g h t |_{W^{2, p} (m u)} l e C B i g (l e f t | c a l L f i g h t |_{L^{q} (m u)} + l e f t | f i g h t |_{L^{q} (m u)} B i g)

for

f i n C_{0}^{i} n f t y (m a t h b b R^{d})

. Here

W^{2, p} (m u)

is the Sobolev space of functions that are

L^{p} (m u)

integrable with two derivatives. Our proof is probabilistic and relies on an application of the Malliavin calculus.

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