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Jan van Neerven

Publications and source records attributed to Jan van Neerven.

At least 37 records · Page 2Linked to original sources
arXiv2018

Weyl calculus with respect to the Gaussian measure and restricted $L^p$-$L^q$ boundedness of the Ornstein-Uhlenbeck semigroup in complex time

In this paper, we introduce a Weyl functional calculus $a \mapsto a(Q,P)$ for the position and momentum operators $Q$ and $P$ associated with the Ornstein-Uhlenbeck operator $ L = -Δ+ x\cdot \nabla$, and give a simple criterion for restricted $L^p$-$L^q$ boundedness of operators in this functional calculus. The analysis of this non-commutative functional calculus is simpler than the analysis of the functional calculus of $L$. It allows us to recover, unify, and extend, old and new results concerning the boundedness of $\exp(-zL)$ as an operator from $L^p(\mathbb{R}^d,γ_α)$ to $L^q(\mathbb{R}^d,γ_β)$ for suitable values of $z\in \mathbb{C}$ with $\Re z>0$, $p,q\in [1,\infty)$, and $α,β>0$. Here, $γ_τ$ denotes the centred Gaussian measure on $\mathbb{R}^d$ with density $(2πτ)^{-d/2}\exp(-|x|^2/2τ)$.

math.FA↗
arXiv2018

The Weyl calculus for group generators satisfying the canonical commutation relations

Classical pseudo-differential calculus on $\mathbb{R}^{d}$ can be viewed as a (non-commutative) functional calculus for the standard position and momentum operators $(Q_{1}, \dots , Q_{d})$ and $(P_{1}, \dots , P_{d})$. We generalise this calculus to the setting of two $d$-tuples of operators $A=(A_{1}, \dots , A_{d})$ and $B=(B_{1}, \dots , B_{d})$ acting on a Banach space $X$ such that $iA_{1}, \dots , iA_{d}$ and $iB_{1}, \dots , iB_{d}$ generate bounded $C_0$-groups satisfying the Weyl canonical commutation relations $e^{isA_j}e^{itA_k} = e^{itA_k}e^{isA_j}$, $e^{isB_j}e^{itB_k} = e^{itB_k}e^{isB_j}$, and $e^{isA_j}e^{itB_k} = e^{-ist δ_{jk}} e^{itB_k}e^{isA_j}$ $(1\le j,k\le d)$. We show that the resulting calculus $a\mapsto a(A,B) \in \mathscr{L}(X)$, initially defined for Schwartz functions $a\in \mathscr{S}(\mathbb{R}^{2d})$, extends to symbols in the standard symbol class $S^{0}$ of pseudo-differential calculus provided appropriate bounds can be established. We also prove a transference result that bounds the operators $a(A,B)$ in terms of the twisted convolution operators $C_{\widehat{a}}$ acting on $L^{2}(\mathbb{R}^{2d};X)$. We apply these results to obtain $R$-sectoriality and boundedness of the $H^{\infty}$-functional calculus (and even the Hörmander calculus), for the abstract harmonic oscillator $L = \frac12\sum_{j=1}^d (A_j^2+B_j^2)-\frac12d$.

math.FA↗
arXiv2018

On conditional expectations in L^p(mu;L^q(nu;X))

Let $(A,\mathscr{A},μ)$ and $(B,\mathscr{B},ν)$ be probability spaces, let $\mathscr{F}$ be a sub-$σ$-algebra of the product $σ$-algebra $\mathscr{A}\times\mathscr{B}$, let $X$ be a Banach space, and let $1< p,q< \infty$. We obtain necessary and sufficient conditions in order that the conditional expectation with respect to $\mathscr{F}$ defines a bounded linear operator from $L^p(μ;L^q(ν;X))$ onto $L^p_{\mathscr{F}}(μ;L^q(ν;X))$, the closed subspace in $L^p(μ;L^q(ν;X))$ of all functions having a strongly $\mathscr{F}$-measurable representative.

math.FA↗
arXiv2015

Finite speed of propagation and off-diagonal bounds for Ornstein-Uhlenbeck operators in infinite dimensions

We study the Hodge-Dirac operators $\mathcal{D}$ associated with a class of non-symmetric Ornstein-Uhlenbeck operators $\mathcal{L}$ in infinite dimensions. For $p\in (1,\infty)$ we prove that $i\mathcal{D}$ generates a $C_0$-group in $L^p$ with respect to the invariant measure if and only if $p=2$ and $\mathcal{L}$ is self-adjoint. An explicit representation of this $C_0$-group in $L^2$ is given and we prove that it has finite speed of propagation. Furthermore we prove $L^2$ off-diagonal estimates for various operators associated with $\mathcal{L}$, both in the self-adjoint and the non-self-adjoint case.

math.FA↗
arXiv2014

Maximal gamma-regularity

In this paper we prove maximal regularity estimates in "square function spaces" which are commonly used in harmonic analysis, spectral theory, and stochastic analysis. In particular, they lead to a new class of maximal regularity results for both deterministic and stochastic equations in $L^p$-spaces with $1<p<\infty$. For stochastic equations, the case $1<p<2$ was not covered in the literature so far. Moreover, the "square function spaces" allow initial values with the same roughness as in the $L^2$-setting.

math.FA↗
arXiv2014

The L^p-Poincaré inequality for analytic Ornstein-Uhlenbeck operators

Consider the linear stochastic evolution equation dU(t) = AU(t) + dW_H(t), t\ge 0, where A generates a C_0-semigroup on a Banach space E and W_H is a cylindrical Brownian motion in a continuously embedded Hilbert subspace H of E. Under the assumption that the solutions to this equation admit an invariant measure μ_\infty we prove that if the associated Ornstein-Uhlenbeck semigroup is analytic and has compact resolvent, then the Poincaré inequality \n f - \overline f\n_{L^p(E,μ_\infty)} \le \n D_H f\n_{L^p(E,μ_\infty)} holds for all 1<p<\infty. Here \overline f denotes the average of f with respect to μ_\infty and D_H the Fréchet derivative in the direction of H.

math.FA↗
arXiv2014

Second quantisation for skew convolution products of infinitely divisible measures

Suppose $λ_1$ and $λ_2$ are infinitely divisible Radon measures on real Banach spaces $E_1$ and $E_2$, respectively and let $T:E_{1} \rightarrow E_{2}$ be a Borel measurable mapping so that $T(λ_1) * ρ= λ_2 $ for some Radon probability measure $ρ$ on $E_{2}$. Extending previous results for the Gaussian and the Poissonian case, we study the problem of representing the `transition operator' $P_{T}:L^{p}(E_{2}, λ_{2}) \rightarrow L^{p}(E_{1}, λ_{1})$ given by $$ P_{T}f(x) = \int_{E_{2}}f(T(x) + y)dρ(y) %% dρ(y) instead of ρ(dy) in order to unify notations $$ as the second quantisation of a contraction operator acting between suitably chosen `reproducing kernel Hilbert spaces' associated with $λ_1$ and $λ_2$.

math.PR↗
arXiv2014

On the R-boundedness of stochastic convolution operators

The $R$-boundedness of certain families of vector-valued stochastic convolution operators with scalar-valued square integrable kernels is the key ingredient in the recent proof of stochastic maximal $L^p$-regularity, $2<p<\infty$, for certain classes of sectorial operators acting on spaces $X=L^q(μ)$, $2\le q<\infty$. This paper presents a systematic study of $R$-boundedness of such families. Our main result generalises the afore-mentioned $R$-boundedness result to a larger class of Banach lattices $X$ and relates it to the $\ell^{1}$-boundedness of an associated class of deterministic convolution operators. We also establish an intimate relationship between the $\ell^{1}$-boundedness of these operators and the boundedness of the $X$-valued maximal function. This analysis leads, quite surprisingly, to an example showing that $R$-boundedness of stochastic convolution operators fails in certain UMD Banach lattices with type $2$.

math.FA↗
arXiv2014

Stochastic integration in Banach spaces - a survey

This paper presents a brief survey of the theory of stochastic integration in Banach spaces. Expositions of the stochastic integrals in martingale type 2 spaces and UMD spaces are presented, as well as some applications of the latter to vector-valued Malliavin calculus and the stochastic maximal regularity problem. A new proof of the stochastic maximal regularity theorem is included.

math.PR↗
arXiv2014

Conical stochastic maximal $L^p$-regularity for $1 \leq p \lt \infty$

Let $A = -{\rm div} \,a(\cdot) \nabla$ be a second order divergence form elliptic operator on $\R^n$ with bounded measurable real-valued coefficients and let $W$ be a cylindrical Brownian motion in a Hilbert space $H$. Our main result implies that the stochastic convolution process $$ u(t) = \int_0^t e^{-(t-s)A}g(s)\,dW(s), \quad t\ge 0,$$ satisfies, for all $1\le p<\infty$, a conical maximal $L^p$-regularity estimate $$\E \n \nabla u \n_{ T_2^{p,2}(\R_+\times\R^n)}^p \le C_p^p \E \n g \n_{ T_2^{p,2}(\R_+\times\R^n;H)}^p.$$ Here, $T_2^{p,2}(\R_+\times\R^n)$ and $T_2^{p,2}(\R_+\times\R^n;H)$ are the parabolic tent spaces of real-valued and $H$-valued functions, respectively. This contrasts with Krylov's maximal $L^p$-regularity estimate $$\E \n \nabla u \n_{L^p(\R_+;L^2(\R^n;\R^n))}^p \le C^p \E \n g \n_{L^p(\R_+;L^2(\R^n;H))}^p$$ which is known to hold only for $2\le p<\infty$, even when $A = -Δ$ and $H = \R$. The proof is based on an $L^2$-estimate and extrapolation arguments which use the fact that $A$ satisfies suitable off-diagonal bounds. Our results are applied to obtain conical stochastic maximal $L^p$-regularity for a class of nonlinear SPDEs with rough initial data.

math.CA↗
arXiv2013

Poisson stochastic integration in Banach spaces

We prove new upper and lower bounds for Banach space-valued stochastic integrals with respect to a compensated Poisson random measure. Our estimates apply to Banach spaces with non-trivial martingale (co)type and extend various results in the literature. We also develop a Malliavin framework to interpret Poisson stochastic integrals as vector-valued Skorohod integrals, and prove a Clark-Ocone representation formula.

math.PR↗
arXiv2013

Compactness in the Lebesgue-Bochner spaces L^p(μ;X)

Let (Ω,μ) be a finite measure space, X a Banach space, and let 1\le p<\infty. The aim of this paper is to give an elementary proof of the Diaz--Mayoral theorem that a subset V of L^p(μ;X) is relatively compact if and only if it is uniformly p-integrable, uniformly tight, and scalarly relatively compact.

math.FA↗
arXiv2013

Second quantisation for skew convolution products of measures in Banach spaces

We study measures in Banach space which arise as the skew convolution product of two other measures where the convolution is deformed by a skew map. This is the structure that underlies both the theory of Mehler semigroups and operator self-decomposable measures. We show how that given such a set-up the skew map can be lifted to an operator that acts at the level of function spaces and demonstrate that this is an example of the well known functorial procedure of second quantisation. We give particular emphasis to the case where the product measure is infinitely divisible and study the second quantisation process in some detail using chaos expansions when this is either Gaussian or is generated by a Poisson random measure.

math.PR↗
arXiv2012

L^2-Theory for non-symmetric Ornstein-Uhlenbeck semigroups on domains

We present some new results on analytic Ornstein-Uhlenbeck semigroups and use them to extend recent work of Da Prato and Lunardi for Ornstein-Uhlenbeck semigroups on open domains O to the non-symmetric case. Denoting the generator of the semigroup by L_O, we obtain sufficient conditions in order that the domain Dom(\sqrt{-L_O}) be a first order Sobolev space.

math.PR↗
arXiv2012

The stochastic Weiss conjecture for bounded analytic semigroups

Suppose -A admits a bounded H-infinity calculus of angle less than pi/2 on a Banach space E with Pisier's property (alpha), let B be a bounded linear operator from a Hilbert space H into the extrapolation space E_{-1} of E with respect to A, and let W_H denote an H-cylindrical Brownian motion. Let gamma(H,E) denote the space of all gamma-radonifying operators from H to E. We prove that the following assertions are equivalent: (i) the stochastic Cauchy problem dU(t) = AU(t)dt + BdW_H(t) admits an invariant measure on E; (ii) (-A)^{-1/2} B belongs to gamma(H,E); (iii) the Gaussian sum \sum_{n\in\mathbb{Z}} γ_n 2^{n/2} R(2^n,A)B converges in gamma(H,E) in probability. This solves the stochastic Weiss conjecture proposed recently by the second and third named authors.

math.FA↗
arXiv2012

Stochastic maximal $L^p$-regularity

In this article we prove a maximal $L^p$-regularity result for stochastic convolutions, which extends Krylov's basic mixed $L^p(L^q)$-inequality for the Laplace operator on ${\mathbb{R}}^d$ to large classes of elliptic operators, both on ${\mathbb{R}}^d$ and on bounded domains in ${\mathbb{R}}^d$ with various boundary conditions. Our method of proof is based on McIntosh's $H^{\infty}$-functional calculus, $R$-boundedness techniques and sharp $L^p(L^q)$-square function estimates for stochastic integrals in $L^q$-spaces. Under an additional invertibility assumption on $A$, a maximal space--time $L^p$-regularity result is obtained as well.

math.PR↗