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Regarding the domain of non-symmetric and, possibly, degenerate Ornstein--Uhlenbeck operators in separable Banach spaces

Published 13 Apr 2021 in math.FA and math.AP | (2104.06327v1)

Abstract: Let $X$ be a separable Banach space and let $Q:X*\rightarrow X$ be a linear, bounded, non-negative and symmetric operator and let $A:D(A)\subseteq X\rightarrow X$ be the infinitesimal generator of a strongly continuous semigroup of contractions on $X$. We consider the abstract Wiener space $(X,\mu_\infty,H_\infty)$ where $\mu_\infty$ is a centred non-degenerate Gaussian measure on $X$ with covariance operator defined, at least formally, as \begin{align*} Q_\infty=\int_0{+\infty} e{sA}Qe{sA*}ds, \end{align*} and $H_\infty$ is the Cameron--Martin space associated to $\mu_\infty$. Let $H$ be the reproducing kernel Hilbert space associated with $Q$ with inner product $[\cdot,\cdot]H$. We assume that the operator $Q\infty A:D(A^)\subseteq X*\rightarrow X$ extends to a bounded linear operator $B\in \mathcal L(H)$ which satisfies $B+B*=-{\rm Id}H$, where ${\rm Id}_H$ denotes the identity operator on $H$. Let $D$ and $D2$ be the first and second order Fr\'echet derivative operators, we denote by $D_H$ and $D2_H$ the closure in $L2(X,\mu\infty)$ of the operators $QD$ and $QD2$ and by $W{1,2}H(X,\mu\infty)$ and and $W{2,2}H(X,\mu\infty)$ their domains in $L2(X,\mu_\infty)$, respectively,. Furthermore, we denote by $D_{A_\infty}$ the closure of the operator $Q_\infty A*D$ and by $W{1,2}{A\infty}(X,\mu_\infty)$ its domain in $L2(X,\mu_\infty)$. We characterize the domain of the operator $L$, associated to the bilinear form \begin{align*} (u,v)\mapsto-\int_{X}[BD_Hu,D_Hv]Hd\mu\infty, \qquad u,v\in W{1,2}H(X,\mu\infty), \end{align*} in $L2(X,\mu_\infty)$. More precisely, we prove that $D(L)$ coincides, up to an equivalent remorming, with a subspace of $W{2,2}H(X,\mu\infty)\cap W{1,2}{A\infty}(X,\mu_\infty)$. We stress that we are able to treat the case when $L$ is degenerate and non-symmetric.

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