Nonsymmetric Ornstein-Uhlenbeck semigroup as second quantized operator
type: Item
instance of: scholarly article
title: Nonsymmetric Ornstein-Uhlenbeck semigroup as second quantized operator
zbMATH Open document ID: 0882.47013
author: Anna Chojnowska-Michalik
author: B. Goldys
published in: Journal of Mathematics of Kyoto University
publication date: 1997-03-11T00:00:00Z
review text: This work deals with properties of the semigroup related to the Ornstein-Uhlenbeck operator \[ L\phi(x)=\textstyle{{1\over 2}}\text{ Tr }QD^2\phi(x)+ \langle Ax,D\phi(x)\rangle \] in a real separable Hilbert space \(H\). We assume that \(A\) is the generator of a \(C_0\)-semigroup \(S(t)\), \(t\geq 0\), of bounded operators on \(H\), \(Q\) is bounded, selfadjoint, and nonnegative. By \(D\phi\) we denote the Fréchet derivative of a function \(\phi:H\to\mathbb{R}\). Notice that \(L\phi(x)\) is well-defined for every \(x\in H\), at least for appropriately chosen cylindrical functions. In this paper, we require that \[ \int^\infty_0\text{tr } S(u)QS^*(u)du<\infty. \] If this is satisfied, we can define on \(H\) the family of Gaussian measures \(\mu_t\), \(t\geq 0\), and \(\mu\) with the mean zero and the covariance operators \[ Q_t= \int^t_0 S(u)QS^*(u)du \] and \[ Q_\infty= \int^\infty_0 S(u)QS^*(u)du, \] respectively. For simplicity of presentation we assume that \(\ker Q_\infty=\{0\}\). Let \[ R_t\phi(x)= \int_H\phi(S(t)x+ y)\mu_t(dy). \] Then the family of operators \(R_t\), \(t\geq 0\), forms a strongly continuous semigroup of contractions on \(L^p(H,\mu)\) for every \(p\geq 1\). Moreover, it can be shown that \(L\) has a unique extension to a generator of a \(C_0\)-semigroup on \(L^p(H,\mu)\) \((p\geq 1)\) which coincides with \(R_t\). The semigroup \(R_t\) can be identified as the transition semigroup corresponding to the Ornstein-Uhlenbeck process on \(H\): \[ Z^x(t)= S(t)x+ \int^t_0 S(t- s)dW(s), \] where \(W\) is a Wiener process on \(H\) with the covariance operator \(Q\) that is \(R_t\phi(x)= E\phi(Z^x(t))\). In this paper, we investigate the hypercontractivity, compactness, and space-time regularity of the semigroup \(R_t\) and give necessary and sufficient conditions for each case. The results obtained are important for the investigation of uniqueness and ergodic properties of the semigroups related to more general operators of the form \[ L_F\phi(x)=\text…
Mathematics Subject Classification ID: 47D06
Mathematics Subject Classification ID: 47N50
zbMATH DE Number: 989760
zbMATH Keywords: stochastic evolution
zbMATH Keywords: Ornstein-Uhlenbeck semigroup
zbMATH Keywords: second quantization
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1215/kjm/1250518505
OpenAlex ID: W1495294552
DOI: 10.1215/KJM/1250518505
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description: scientific article; zbMATH DE number 989760