English

Norm discontinuity and spectral properties of Ornstein-Uhlenbeck semigroups

Functional Analysis 2007-05-23 v1 Probability

Abstract

Let EE be a real Banach space. We study the Ornstein-Uhlenbeck semigroup P(t)P(t) associated with the Ornstein-Uhlenbeck operator Lf(x)=12TrQD2f(x)+<Ax,Df(x)>. Lf(x) = \frac12 {\rm Tr} Q D^2 f(x) + <Ax, Df(x)>. Here QQ is a positive symmetric operator from EE^* to EE and AA is the generator of a C0C_0-semigroup S(t)S(t) on EE. Under the assumption that PP admits an invariant measure μ\mu we prove that if SS is eventually compact and the spectrum of its generator is nonempty, then \nP(t)P(s)\nL1(E,μ)=2\n P(t)-P(s)\n_{L^1(E,\mu)} = 2 for all t,s0t,s\ge 0 with tst\not=s. This result is new even when E=RnE = \R^n. We also study the behaviour of PP in the space BUC(E)BUC(E). We show that if A0A\not=0 there exists t0>0t_0>0 such that \nP(t)P(s)\nBUC(E)=2\n P(t)-P(s)\n_{BUC(E)} = 2 for all 0t,st00\le t,s\le t_0 with tst\not=s. Moreover, under a nondegeneracy assumption or a strong Feller assumption, the following dichotomy holds: either \nP(t)P(s)\nBUC(E)=2 \n P(t)- P(s)\n_{BUC(E)} = 2 for all t,s0t,s\ge 0, \ tst\not=s, or SS is the direct sum of a nilpotent semigroup and a finite-dimensional periodic semigroup. Finally we investigate the spectrum of LL in the spaces L1(E,μ)L^1(E,\mu) and BUC(E)BUC(E).

Keywords

Cite

@article{arxiv.math/0509309,
  title  = {Norm discontinuity and spectral properties of Ornstein-Uhlenbeck semigroups},
  author = {Jan van Neerven and Enrico Priola},
  journal= {arXiv preprint arXiv:math/0509309},
  year   = {2007}
}

Comments

14 pages; to appear in J. Evolution Equations