Some classes of non-analytic Markov semigroups
The authors are concerned with Markov semigroups related to second order elliptic operators \(Au=\Delta u + \sum_{j=1}^N F_jD_ju\) where the \(F_j\)'s are unbounded locally Lipschitz functions on \({\mathbb R}^N\). The main result shows that the minimal semigroup associated with \(A\) on \(C_b({\mathbb R}^N)\) is not sectorial (a closed operator \(B\) is sectorial if there exist \(R\geq 0, M>0\) such that the half-plane of complex numbers \(\lambda\) with Re\(\lambda>R\) is contained in the resolvent of \(B\) and \(\| (\lambda-B)^{-1}\| \leq M/| \lambda| \)) whenever there exist sequences \((r_n)\), \((\lambda_n)\) of positive real numbers and \((c_n)\) in \({\mathbb R}^N\) such that \(r_n\leq 1\) for every \(n\) and: (1) \(\lim_{n\to\infty} r_n/ \lambda_n^2=0\), (2) \(\lim_{n\to\infty}r_n F_j(\lambda_n x + c_n)/\lambda_n\) exists for every \(j\) and is nonzero for some \(j\). In particular, the operator \(Au=u-x^3u'\) with domain \(\{\, u\in C^2({\mathbb R}): u, u\in C_b({\mathbb R})\,\}\) is not sectorial in \(C_b({\mathbb R})\). Non-analyticity in the \(L^p\) space of an invariant measure is also discussed.
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