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THE SECTOR OF ANALYTICITY OF THE ORNSTEIN–UHLENBECK SEMIGROUP ON $L^{p}$ SPACES WITH RESPECT TO INVARIANT MEASURE

Published online by Cambridge University Press:  24 May 2005

R. CHILL
Affiliation:
Abteilung Angewandte Analysis, Universität Ulm, 89069 Ulm, [email protected]
E. FAšANGOVÁ
Affiliation:
Department of Mathematical Analysis, Charles University, Sokolovská 83, 186 75 Praha 8, Czech [email protected]
G. METAFUNE
Affiliation:
Dipartimento di Matematica ‘E. De Giorgi’, Università di Lecce, POB 193, 73100 Lecce, [email protected], [email protected]
D. PALLARA
Affiliation:
Dipartimento di Matematica ‘E. De Giorgi’, Università di Lecce, POB 193, 73100 Lecce, [email protected], [email protected]
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Abstract

The sector of analyticity of the Ornstein–Uhlenbeck semigroup is computed on the space $L^p_\mu \,{:=}\, L^p (\R^N; \mu)$ with respect to its invariant measure $\mu$. If $A\,{=}\,\Delta + Bx\cdot \nabla$ denotes the generator of the Ornstein–Uhlenbeck semigroup, then the angle $\theta_2$ of the sector of analyticity in $L^2_\mu$ is ${\pi}/{2}$ minus the spectral angle of $BQ_\infty, Q_\infty$ being the matrix determining the Gaussian measure $\mu$. The angle of analyticity in $L^p_\mu$ is then given by the formula \[\cot {\theta_p} = \frac{\sqrt{(p-2)^2+p^2(\cot\theta_2)^2}}{2\sqrt{p-1}}.\]

Type
Notes and Papers
Copyright
The London Mathematical Society 2005

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Footnotes

This work was supported by grants MSM 113200007 and GAČR 201/01/D094.