The Sector of Analyticity of the Ornstein–Uhlenbeck Semigroup on L p  Spaces with Respect to Invariant Measure | Zendy

Chill R. | Zendy; Fašangová E. | Zendy; Metafune G. | Zendy; Pallara D. | Zendy

AI Assistant Blog Pricing

Home ZAIA Blog

Premium

The Sector of Analyticity of the Ornstein–Uhlenbeck Semigroup on L p Spaces with Respect to Invariant Measure

Author(s) -

Chill R.,

Fašangová E.,

Metafune G.,

Pallara D.

Publication year - 2005

Publication title -

journal of the london mathematical society

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 1.441

H-Index - 62

eISSN - 1469-7750

pISSN - 0024-6107

DOI - 10.1112/s0024610705006344

Subject(s) - semigroup , mathematics , ornstein–uhlenbeck process , invariant measure , measure (data warehouse) , invariant (physics) , gaussian , generator (circuit theory) , mathematical analysis , pure mathematics , mathematical physics , stochastic process , physics , statistics , quantum mechanics , database , computer science , ergodic theory , power (physics)

The sector of analyticity of the Ornstein–Uhlenbeck semigroup is computed on the spaceL μ p := L p (R N ; μ) with respect to its invariant measure μ. If A=Δ + Bx· ∇ denotes the generator of the Ornstein–Uhlenbeck semigroup, then the angle Θ 2 of the sector of analyticity inL μ 2is π/2 minus the spectral angle of BQ ∞ , Q ∞ being the matrix determining the Gaussian measure μ. The angle of analyticity inL μ pis then given by the formulacot θ p =( p − 2 ) 2 + p 2( cot θ 2 ) 22 p − 1

This content is not available in your region!

Continue researching here.

Having issues? You can contact us here

Accelerating Research