Elliptic operators with unbounded diffusion coefficients in L^2 spaces with respect to invariant measures

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The authors deal with an elliptic operator \({\mathcal A}\) in \(\mathbb{R}^N\) defined by \[ {\mathcal A}\varphi(x)= \sum^N_{i,j=1} a_{ij}(x) D_{ij}\varphi(x)+ \sum^N_{j=1} b_j(x) D_j\varphi(x)= \text{Tr}(Q(x) D^2\varphi(x))+\langle B(x), D\varphi(x)\rangle,\tag{1} \] with regular (continuously differentiable, with locally Hölder continuous derivatives) and possibly unbounded coefficients \(a_{ij}\), \(b_j\) \((i,j= 1,\dots, N)\). The main result of this paper is that the realization \(A\) of \({\mathcal A}\) with domain \[ D(A)= \{u\in H^2_Q(\mathbb{R}^N)\mid\langle B,Du\rangle\in L^2(\mu)\}\tag{2} \] is self-adjoint and dissipative operator on \(L^2(\mu)\), provided suitable growth and structural conditions on the coefficients. In (2) \(\mu(dx)\) is a weighted Lebesgue measure.




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