arXivDaily arXiv每日学术速递 周一至周五更新
arXiv周末暂无论文更新,休息一下吧,周末愉快~~
arXiv 1402.3185math.FA
收藏

解析Ornstein-Uhlenbeck算子的L^p-Poincaré不等式

The L^p-Poincaré inequality for analytic Ornstein-Uhlenbeck operators

Jan van Neerven

摘要:

考虑线性随机发展方程dU(t)= AU(t)+ dW_H(t),t \ge 0,其中A在巴拿赫空间E上生成C_0-半群,W_H是E的连续嵌入Hilbert子空间H中的柱布朗运动.在此方程的解有不变测度μ_ \infty的假设下,我们证明了:若Ornstein-Uhlenbeck半群是解析的且有紧预解式,则Poincaré不等式\overline f \n_{L^p(E,μ_\infty)} \le \n D_H f \n_{L^p(E,μ_\infty)}对所有1<p< \infty成立.这里,\overline f表示f相对于μ_ \infty的平均值,D_H表示H方向上的Fréchet导数。

英文摘要:

Consider the linear stochastic evolution equation dU(t) = AU(t) + dW_H(t), t\ge 0, where A generates a C_0-semigroup on a Banach space E and W_H is a cylindrical Brownian motion in a continuously embedded Hilbert subspace H of E. Under the assumption that the solutions to this equation admit an invariant measure μ_\infty we prove that if the associated Ornstein-Uhlenbeck semigroup is analytic and has compact resolvent, then the Poincaré inequality \n f - \overline f\n_{L^p(E,μ_\infty)} \le \n D_H f\n_{L^p(E,μ_\infty)} holds for all 1<p<\infty. Here \overline f denotes the average of f with respect to μ_\infty and D_H the Fréchet derivative in the direction of H.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑