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The domain of the Ornstein-Uhlenbeck operator on an L p -space with invariant measure

Giorgio MetafuneJan PrüssAbdelaziz RhandiRoland Schnaubelt — 2002

Annali della Scuola Normale Superiore di Pisa - Classe di Scienze

We show that the domain of the Ornstein-Uhlenbeck operator on L p ( N , μ d x ) equals the weighted Sobolev space W 2 , p ( N , μ d x ) , where μ d x is the corresponding invariant measure. Our approach relies on the operator sum method, namely the commutative and the non commutative Dore-Venni theorems.

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