Functional Calculus for the Ornstein–Uhlenbeck Operator
✍ Scribed by José Garcı́a-Cuerva; Giancarlo Mauceri; Stefano Meda; Peter Sjögren; José Luis Torrea
- Publisher
- Elsevier Science
- Year
- 2001
- Tongue
- English
- Weight
- 333 KB
- Volume
- 183
- Category
- Article
- ISSN
- 0022-1236
No coin nor oath required. For personal study only.
✦ Synopsis
Let # be the Gauss measure on R d and L the Ornstein Uhlenbeck operator, which is self adjoint in L 2 (#). For every p in (1, ), p{2, set , p *=arc sin |2Âp&1| and consider the sector
The main result of this paper is that if M is a bounded holomorphic function on S ,* p whose boundary values on S ,* p satisfy suitable Ho rmander type conditions, then the spectral operator M(L) extends to a bounded operator on L p (#) and hence on L q (#) for all q such that |1Âq&1Â2| |1Âp&1Â2|. The result is sharp, in the sense that L does not admit a bounded holomorphic functional calculus in a sector smaller than S ,* p .
2001
📜 SIMILAR VOLUMES
## Abstract This paper deals with optimal designs for Gaussian random fields with constant trend and exponential correlation structure, widely known as the Ornstein–Uhlenbeck process. Assuming the maximum likelihood approach, we study the optimal design problem for the estimation of the trend µ and