English

Sobolev spaces with respect to a weighted Gaussian measures in infinite dimensions

Analysis of PDEs 2021-06-09 v4 Probability

Abstract

Let XX be a separable Banach space endowed with a non-degenerate centered Gaussian measure μ\mu and let ww be a positive function on XX such that wW1,s(X,μ)w\in W^{1,s}(X,\mu) and logwW1,t(X,μ)\log w\in W^{1,t}(X,\mu) for some s>1s>1 and t>st>s'. In the present paper we introduce and study Sobolev spaces with respect to the weighted Gaussian measure ν:=wμ\nu:=w\mu. We obtain results regarding the divergence operator (i.e. the adjoint in L2L^2 of the gradient operator along the Cameron--Martin space) and the trace of Sobolev functions on hypersurfaces {xXG(x)=0}\{x\in X\,|\, G(x) = 0\}, where GG is a suitable version of a Sobolev function.

Keywords

Cite

@article{arxiv.1510.08283,
  title  = {Sobolev spaces with respect to a weighted Gaussian measures in infinite dimensions},
  author = {Simone Ferrari},
  journal= {arXiv preprint arXiv:1510.08283},
  year   = {2021}
}