The L^p-Poincaré inequality for analytic Ornstein-Uhlenbeck semigroups

DOI10.1007/978-3-319-18494-4_23zbMATH Open1341.47057arXiv1402.3185OpenAlexW2490723588MaRDI QIDQ2801700FDOQ2801700

Jan van Neerven

Publication date: 21 April 2016

Published in: Operator Semigroups Meet Complex Analysis, Harmonic Analysis and Mathematical Physics (Search for Journal in Brave)

Abstract: Consider the linear stochastic evolution equation dU(t) = AU(t) + dW_H(t), tge 0, where A generates a C_0-semigroup on a Banach space E and W_H is a cylindrical Brownian motion in a continuously embedded Hilbert subspace H of E. Under the assumption that the solutions to this equation admit an invariant measure mu_infty we prove that if the associated Ornstein-Uhlenbeck semigroup is analytic and has compact resolvent, then the Poincar'e inequality

f - overline f

_{L^p(E,mu_infty)} le

D_H f

_{L^p(E,mu_infty)} holds for all 1<p<infty. Here overline f denotes the average of f with respect to mu_infty and D_H the Fr'echet derivative in the direction of H.

Full work available at URL: https://arxiv.org/abs/1402.3185

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zbMATH Keywords

compact resolventjoint functional calculusanalytic Ornstein-Uhlenbeck semigroupsPoincaré inequality

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) PDEs with randomness, stochastic partial differential equations (35R60) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15)

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• ULTRACONTRACTIVITY AND STRONG SOBOLEV INEQUALITY FOR q-ORNSTEIN–UHLENBECK SEMIGROUP (-1 < q < 1)
• Asymptotic expansions for ornstein-uhlenbeck semigroups perturbed by potentials over banach spaces
• On generators of transition semigroups associated to semilinear stochastic partial differential equations
• On the equivalence of Sobolev norms in Malliavin spaces
• Finite speed of propagation and off-diagonal bounds for Ornstein-Uhlenbeck operators in infinite dimensions
• A direct approach to generation of analytic semigroups by generalized Ornstein-Uhlenbeck operators in weighted \(L^p\) spaces

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