We study the realization of the operator in , where is a possibly unbounded convex open set in , is a convex unbounded function such that and , is the element with minimal norm in the subdifferential of at , and is a probability measure, infinitesimally invariant for . We show that , with domain is a dissipative self-adjoint operator in . Note that the functions in the domain of do not satisfy any particular boundary condition. Log-Sobolev and Poincaré inequalities allow then to study smoothing properties and asymptotic behavior of the semigroup generated by .
@article{RLIN_2004_9_15_3-4_315_0,
author = {Giuseppe Da Prato and Alessandra Lunardi},
title = {On a class of elliptic operators with unbounded coefficients in convex domains},
journal = {Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni},
volume = {15},
year = {2004},
pages = {315-326},
zbl = {1162.35345},
mrnumber = {2148888},
language = {en},
url = {http://dml.mathdoc.fr/item/RLIN_2004_9_15_3-4_315_0}
}
Da Prato, Giuseppe; Lunardi, Alessandra. On a class of elliptic operators with unbounded coefficients in convex domains. Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni, Tome 15 (2004) pp. 315-326. http://gdmltest.u-ga.fr/item/RLIN_2004_9_15_3-4_315_0/
[1] - - , On regularity of transition probabilities and invariant measures of singular diffusions under minimal conditions. Comm. Part. Diff. Eqns., 26, 2001, 2037- 2080. | MR 1876411 | Zbl 0997.35012
[2] , Opérateurs maximaux monotones. North-Holland, Amsterdam1973.
[3] , Second order PDE’s in finite and infinite dimensions. A probabilistic approach. Lecture Notes in Mathematics, 1762, Springer-Verlag, Berlin2001. | MR 1840644 | Zbl 0983.60004
[4] , Heat kernels and spectral theory. Cambridge Univ. Press, Cambridge1989. | MR 990239 | Zbl 0699.35006
[5] - , Elliptic operators with unbounded drift coefficients and Neumann boundary condition. J. Diff. Eqns., 198, 2004, 35-52. | MR 2037749 | Zbl 1046.35025
[6] - , Singular dissipative stochastic equations in Hilbert spaces. Probab. Theory Relat. Fields, 124, 2002, 261-303. | MR 1936019 | Zbl 1036.47029
[7] , Uniqueness and non-uniqueness of singular diffusion operators. Lecture Notes in Mathematics, 1718, Springer-Verlag, Berlin1999. | MR 1734956 | Zbl 0957.60002
[8] , On Kolmogorov’s equations for finite-dimensional diffusions. In: (ed.), Stochastic PDE’s and Kolmogorov Equations in Infinite Dimensions. Lecture Notes in Mathematics, 1715, Springer-Verlag, Berlin 1999, 1-64. | MR 1730228 | Zbl 0927.00037
[9] , Equations d’évolution linéaires associées à des semi-groupes de contractions dans les espaces . J. Funct. Anal., 72, 1987, 252-262. | MR 886813 | Zbl 0621.47039
[10] - , Optimal and Schauder estimates for elliptic and parabolic operators with unbounded coefficients. In: - (eds.), Proceedings of the Conference Reaction-Diffusion Systems (Trieste 1995). Lect. Notes in Pure and Applied Math., 194, M. Dekker, New York 1998, 217-239. | MR 1472521 | Zbl 0887.47034
[11] , Ergodic Theory. Cambridge Univ. Press, Cambridge1983. | Zbl 0676.28008
[12] , -analysis of finite and infinite dimensional diffusion operators. In: (ed.), Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions. Lecture Notes in Mathematics, 1715, Springer-Verlag, Berlin 1999, 65-116. | Zbl 0944.60078
[13] , (Nonsymmetric) Dirichlet operators on : existence, uniqueness and associated Markov processes. Ann. Sc. Norm. Sup. Pisa, Ser. IV, 28, 1999, 99-140. | MR 1679079 | Zbl 0946.31003
[14] , Interpolation theory, function spaces, differential operators. North-Holland, Amsterdam1978. | MR 503903 | Zbl 0387.46032