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On the domain of elliptic operators defined in subsets of Wiener spaces

Published 15 Jun 2017 in math.AP and math.FA | (1706.05260v2)

Abstract: Let $X$ be a separable Banach space endowed with a non-degenerate centered Gaussian measure $\mu$. The associated Cameron-Martin space is denoted by $H$. Consider two sufficiently regular convex functions $U:X\rightarrow\mathbb{R}$ and $G:X\rightarrow \mathbb{R}$. We let $\nu=e{-U}\mu$ and $\Omega=G{-1}(-\infty,0]$. In this paper we are interested in the domain of the the self-adjoint operator associated with the quadratic form \begin{gather} (\psi,\varphi)\mapsto \int_\Omega\langle\nabla_H\psi,\nabla_H\varphi\rangle_Hd\nu\qquad\psi,\varphi\in W{1,2}(\Omega,\nu).\qquad\qquad (\star) \end{gather} In particular we obtain a complete characterization of the Ornstein-Uhlenbeck operator on half-spaces, namely if $U\equiv 0$ and $G$ is an affine function, then the domain of the operator defined via $(\star)$ is the space [{u\in W{2,2}(\Omega,\mu)\,|\, \langle\nabla_H u(x),\nabla_H G(x)\rangle_H=0\text{ for }\rho\text{-a.e. }x\in G{-1}(0)},] where $\rho$ is the Feyel-de La Pradelle Hausdorff-Gauss surface measure.

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