Sobolev spaces over the Wiener space based on an Ornstein-Uhlenbeck operator
We construct Sobolev spaces over the Wiener space. To do this, we use an Ornstein-Uhlenbeck operator with a linear drift. In the case that the drift is constant, these Sobolev spaces offer a framework of the Malliavin calculus. In the Malliavin calculus, we can introduce two kinds of norm based on the gradient operator and the Ornstein-Uhlenbeck operator. We know the equivalence of these two norms, which is called the Meyer equivalence. In the paper we obtain a similar result for an Ornstein-Uhlenbeck operator with a linear drift. Our main tool is the Littlewood-Paley-Stein inequality. The commutation relation between the gradient operator and the Ornstein-Uhlenbeck operator plays an important role.
- Sobolev spaces of Wiener functionals and Malliavin's calculus
- On the parabolic Martin boundary of the Ornstein-Uhlenbeck operator on Wiener space
- Differentiable measures and the Malliavin calculus
- Gaussian linear operators
- Sobolev spaces of Banach-valued functions associated with a Markov process
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- On Meyer’s equivalence
- Maximal \(L^2\) regularity for Dirichlet problems in Hilbert spaces
- scientific article; zbMATH DE number 27671 (Why is no real title available?)
- scientific article; zbMATH DE number 1775599 (Why is no real title available?)
- Sobolev regularity for a class of second order elliptic PDE's in infinite dimension
- Ornstein–Uhlenbeck operators and semigroups
- scientific article; zbMATH DE number 2217252 (Why is no real title available?)
- Generalized Ornstein-Uhlenbeck semigroups: Littlewood-Paley-Stein inequalities and the P. A. Meyer equivalence of norms
- Sobolev embeddings in infinite dimensions
- On some operators associated with non-degenerate symmetric \(\alpha \)-stable probability measures
- A counterexample to \(L^{\infty}\)-gradient type estimates for Ornstein-Uhlenbeck operators
- Energy solutions of singular SPDEs on Hilbert spaces with applications to domains with boundary conditions
- Boundedness of Riesz transforms for elliptic operators on abstract Wiener spaces
- A limit theorem for quadratic fluctuations in symmetric simple exclusion
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