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arxiv: math/0205315 · v1 · submitted 2002-05-30 · 🧮 math.PR · math-ph· math.MP

Symmetric Ornstein-Uhlenbeck Semigroups and their Generators

classification 🧮 math.PR math-phmath.MP
keywords ornstein-uhlenbeckprocessconditionsgeneratorhilbert-schmidtnecessaryoperatorreversible
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We provide necessary and sufficient conditions for a Hilbert space-valued Ornstein-Uhlenbeck process to be reversible with respect to its invariant measure $\mu$. For a reversible process the domain of its generator in $L^p(\mu )$ is characterized in terms of appropriate Sobolev spaces thus extending the Meyer equivalence of norms to any symmetric Ornstein-Uhlenbeck operator. We provide also a formula for the size of the spectral gap of the generator. Those results are applied to study the Ornstein-Uhlenbeck process in a chaotic environment. Necessary and sufficient conditions for a transition semigroup $(R_t)$ to be compact, Hilbert-Schmidt and strong Feller are given in terms of the coefficients of the Ornstein-Uhlenbeck operator. We show also that the existence of spectral gap implies a smoothing property of $R_t$ and provide an estimate for the (appropriately defined) gradient of $R_t\phi$. Finally, in the Hilbert-Schmidt case, we show that for any $\phi\in L^p(\mu)$ the function $R_t\phi$ is an (almost) classical solution of a version of the Kolmogorov equation.

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