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

DOI10.1007/978-3-319-18494-4_23MaRDI QIDQ2801700zbMATH OpenOpenAlexFDO

Authors 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)

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

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)

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.

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