Let X be a separable Banach space endowed with a non-degenerate centered Gaussian measure μ. The associated Cameron-Martin space is denoted by H. Consider two sufficiently regular convex functions U: X → R and G: X →R We let ν = e-Uμ and ω = G-1(-∞, 0]. In this paper, we study the domain of the self-adjoint operator associated with the quadratic form {equation presented} and we give sharp embedding results for it. In particular, we obtain a characterization of the domain of the Ornstein-Uhlenbeck operator in Hilbert space with ω = X and on half-spaces, namely if U 0 and G is an affine function, then the domain of the operator defined via (0.1) is the space u {equation presented}, where ρ is the Feyel-de La Pradelle Hausdorff-Gauss surface measure.

Domains of elliptic operators on sets in Wiener space

Ferrari S.
2020-01-01

Abstract

Let X be a separable Banach space endowed with a non-degenerate centered Gaussian measure μ. The associated Cameron-Martin space is denoted by H. Consider two sufficiently regular convex functions U: X → R and G: X →R We let ν = e-Uμ and ω = G-1(-∞, 0]. In this paper, we study the domain of the self-adjoint operator associated with the quadratic form {equation presented} and we give sharp embedding results for it. In particular, we obtain a characterization of the domain of the Ornstein-Uhlenbeck operator in Hilbert space with ω = X and on half-spaces, namely if U 0 and G is an affine function, then the domain of the operator defined via (0.1) is the space u {equation presented}, where ρ is the Feyel-de La Pradelle Hausdorff-Gauss surface measure.
File in questo prodotto:
File Dimensione Formato  
S0219025720500046.pdf

non disponibili

Descrizione: Articolo su rivista
Tipologia: Versione editoriale
Licenza: Copyright dell'editore
Dimensione 619.31 kB
Formato Adobe PDF
619.31 kB Adobe PDF   Visualizza/Apri   Richiedi una copia

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11587/479649
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 12
  • ???jsp.display-item.citation.isi??? 8
social impact