Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 1 / 27
Damir Kinzebulatov, U Laval, Qu ebec - - PowerPoint PPT Presentation
Damir Kinzebulatov, U Laval, Qu ebec - - PowerPoint PPT Presentation
Damir Kinzebulatov, U Laval, Qu ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 1 / 27 Brownian motion with general drift Damir Kinzebulatov joint with Yuliy A. Sem enov, Toronto Probability and Analysis 2019 Damir Kinzebulatov,
Brownian motion with general drift
Damir Kinzebulatov joint with Yuliy A. Sem¨ enov, Toronto
Probability and Analysis 2019
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 1 / 27
This talk The subject of this talk: existence and uniqueness (in law) of weak solution to dXt = −b(Xt)dt + dWt, X(0) = x ∈ Rd, for a locally unbounded general b : Rd → Rd, d ≥ 3 Admissible singularities of b?
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 2 / 27
This talk The subject of this talk: existence and uniqueness (in law) of weak solution to dXt = −b(Xt)dt + dWt, X(0) = x ∈ Rd, for a locally unbounded general b : Rd → Rd, d ≥ 3 Admissible singularities of b? Principal results:
- N. I. Portenko (1982): |b| ∈ Lp + L∞, p > d
(analytic proof or via Girsanov transform)
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 2 / 27
This talk The subject of this talk: existence and uniqueness (in law) of weak solution to dXt = −b(Xt)dt + dWt, X(0) = x ∈ Rd, for a locally unbounded general b : Rd → Rd, d ≥ 3 Admissible singularities of b? Principal results:
- N. I. Portenko (1982): |b| ∈ Lp + L∞, p > d
(analytic proof or via Girsanov transform)
- R. Bass-Z.-Q. Chen (2003) for a larger class: b ∈ Kd+1
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 2 / 27
Kato class Kd+1
- f vector fields b : Rd → Rd
A vector field b is in the Kato class Kd+1
δ
, 0 < δ < 1, if |b|(λ − ∆)− 1
2 1→1 ≤ δ
(a way to say that b · ∇ ≤ −∆ in L1)
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 3 / 27
Kato class Kd+1
- f vector fields b : Rd → Rd
A vector field b is in the Kato class Kd+1
δ
, 0 < δ < 1, if |b|(λ − ∆)− 1
2 1→1 ≤ δ
(a way to say that b · ∇ ≤ −∆ in L1) Then Kd+1 ≡ Kd+1 :=
- δ>0
Kd+1
δ
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 3 / 27
Kato class Kd+1
- f vector fields b : Rd → Rd
A vector field b is in the Kato class Kd+1
δ
, 0 < δ < 1, if |b|(λ − ∆)− 1
2 1→1 ≤ δ
(a way to say that b · ∇ ≤ −∆ in L1) Then Kd+1 ≡ Kd+1 :=
- δ>0
Kd+1
δ
There are b ∈ Kd+1 such that |b| ∈ L1+ε
loc (this excludes Girsanov transform)
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 3 / 27
Kato class Kd+1 The role of Kato class: Qi S. Zhang (1996): Gaussian bounds on the heat kernel of −∆ + b · ∇, Kd+1
- R. Bass-Z.-Q. Chen (2003): SDEs with b ∈ Kd+1
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 4 / 27
Kato class Kd+1 The role of Kato class: Qi S. Zhang (1996): Gaussian bounds on the heat kernel of −∆ + b · ∇, Kd+1
- R. Bass-Z.-Q. Chen (2003): SDEs with b ∈ Kd+1
– This talk: larger class of drifts b
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 4 / 27
The class of drifts in this talk A vector field b is in the class F
1 2
δ , 0 < δ < 1, if
|b|
1 2 (λ − ∆)− 1 4 2→2 ≤ δ
(a way to say |b| ≤ (−∆)
1 2 in L2 (cf. −∆ + b · ∇, where, roughly, ∇ ≃ (−∆) 1 2 ) Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 5 / 27
The class of drifts in this talk A vector field b is in the class F
1 2
δ , 0 < δ < 1, if
|b|
1 2 (λ − ∆)− 1 4 2→2 ≤ δ
(a way to say |b| ≤ (−∆)
1 2 in L2 (cf. −∆ + b · ∇, where, roughly, ∇ ≃ (−∆) 1 2 )
Larger than Kato class: Kd+1
δ
F
1 2
δ
e.g. by interpolation between |b|(λ − ∆)− 1
2 1→1 ≤ δ and (by duality)
(λ − ∆)− 1
2 |b|∞ ≤ δ Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 5 / 27
The class of drifts in this talk The following are proper sub-classes of F
1 2
δ , but not of Kd+1 δ
(increasing order):
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 6 / 27
The class of drifts in this talk The following are proper sub-classes of F
1 2
δ , but not of Kd+1 δ
(increasing order): Ld + L∞ F
1 2
δ for any δ > 0 (Sobolev)
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 6 / 27
The class of drifts in this talk The following are proper sub-classes of F
1 2
δ , but not of Kd+1 δ
(increasing order): Ld + L∞ F
1 2
δ for any δ > 0 (Sobolev)
Ld,∞ + L∞ F
1 2
δ (Strichartz)
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 6 / 27
The class of drifts in this talk The following are proper sub-classes of F
1 2
δ , but not of Kd+1 δ
(increasing order): Ld + L∞ F
1 2
δ for any δ > 0 (Sobolev)
Ld,∞ + L∞ F
1 2
δ (Strichartz) e.g. b(x) = δ d−2 2 |x|−2x is in F
1 2
δ (Hardy)
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 6 / 27
The class of drifts in this talk The following are proper sub-classes of F
1 2
δ , but not of Kd+1 δ
(increasing order): Ld + L∞ F
1 2
δ for any δ > 0 (Sobolev)
Ld,∞ + L∞ F
1 2
δ (Strichartz) e.g. b(x) = δ d−2 2 |x|−2x is in F
1 2
δ (Hardy)
Campanato-Morrey class F
1 2
δ (a proof in Fefferman-Phong)
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 6 / 27
The class of drifts in this talk The following are proper sub-classes of F
1 2
δ , but not of Kd+1 δ
(increasing order): Ld + L∞ F
1 2
δ for any δ > 0 (Sobolev)
Ld,∞ + L∞ F
1 2
δ (Strichartz) e.g. b(x) = δ d−2 2 |x|−2x is in F
1 2
δ (Hardy)
Campanato-Morrey class F
1 2
δ (a proof in Fefferman-Phong)
S.Y.A. Chang-M. Wilson-T. Wolff class F
1 2
δ
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 6 / 27
The class of drifts in this talk The following are proper sub-classes of F
1 2
δ , but not of Kd+1 δ
(increasing order): Ld + L∞ F
1 2
δ for any δ > 0 (Sobolev)
Ld,∞ + L∞ F
1 2
δ (Strichartz) e.g. b(x) = δ d−2 2 |x|−2x is in F
1 2
δ (Hardy)
Campanato-Morrey class F
1 2
δ (a proof in Fefferman-Phong)
S.Y.A. Chang-M. Wilson-T. Wolff class F
1 2
δ
Remark: b ∈ F
1 2
δ ensures that the form-sum (λ − ∆)
1 2 ∔ |b| is well defined Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 6 / 27
Main result Theorem1 Let b ∈ F1/2
δ
with 0 < δ < m−1
d 4 d−2 (d−1)2 , where md := π
1 2 (2e)− 1 2 d d 2 (d − 1) 1−d 2 .
- 1D. Kinzebulatov, Yu.A. Sem¨
enov, arXiv:1710.06729
- 2D. Kinzebulatov, Annali SNS Pisa, 2017
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 7 / 27
Main result Theorem1 Let b ∈ F1/2
δ
with 0 < δ < m−1
d 4 d−2 (d−1)2 , where md := π
1 2 (2e)− 1 2 d d 2 (d − 1) 1−d 2 .
There is Feller generator Λ ⊃ −∆ + b · ∇ on C∞ = {f ∈ Cb : limx→∞ f(x) = 0} (sup-norm)2
- 1D. Kinzebulatov, Yu.A. Sem¨
enov, arXiv:1710.06729
- 2D. Kinzebulatov, Annali SNS Pisa, 2017
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 7 / 27
Main result Theorem1 Let b ∈ F1/2
δ
with 0 < δ < m−1
d 4 d−2 (d−1)2 , where md := π
1 2 (2e)− 1 2 d d 2 (d − 1) 1−d 2 .
There is Feller generator Λ ⊃ −∆ + b · ∇ on C∞ = {f ∈ Cb : limx→∞ f(x) = 0} (sup-norm)2 Let Px be the probability measures on D([0, ∞), ¯ Rd) determined by e−tΛ∞(b).
- 1D. Kinzebulatov, Yu.A. Sem¨
enov, arXiv:1710.06729
- 2D. Kinzebulatov, Annali SNS Pisa, 2017
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 7 / 27
Main result Theorem1 Let b ∈ F1/2
δ
with 0 < δ < m−1
d 4 d−2 (d−1)2 , where md := π
1 2 (2e)− 1 2 d d 2 (d − 1) 1−d 2 .
There is Feller generator Λ ⊃ −∆ + b · ∇ on C∞ = {f ∈ Cb : limx→∞ f(x) = 0} (sup-norm)2 Let Px be the probability measures on D([0, ∞), ¯ Rd) determined by e−tΛ∞(b). Then:
- 1. Px are concentrated on C([0, ∞), Rd)
- 2. EPx
t
0 |b(X(s))|ds < ∞ and there exists a d-dimensional Brownian motion
Wt such that Px a.s. Xt = x − t b(Xs)ds + √ 2Wt, t ≥ 0
- 1D. Kinzebulatov, Yu.A. Sem¨
enov, arXiv:1710.06729
- 2D. Kinzebulatov, Annali SNS Pisa, 2017
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 7 / 27
Main result Theorem1 Let b ∈ F1/2
δ
with 0 < δ < m−1
d 4 d−2 (d−1)2 , where md := π
1 2 (2e)− 1 2 d d 2 (d − 1) 1−d 2 .
There is Feller generator Λ ⊃ −∆ + b · ∇ on C∞ = {f ∈ Cb : limx→∞ f(x) = 0} (sup-norm)2 Let Px be the probability measures on D([0, ∞), ¯ Rd) determined by e−tΛ∞(b). Then:
- 1. Px are concentrated on C([0, ∞), Rd)
- 2. EPx
t
0 |b(X(s))|ds < ∞ and there exists a d-dimensional Brownian motion
Wt such that Px a.s. Xt = x − t b(Xs)ds + √ 2Wt, t ≥ 0
- 3. (Uniqueness) If {Qx}x∈Rd is another weak solution such that
Qx = w- lim
n Px(˜
bn) for every x ∈ Rd, where {˜ bn} ⊂ F
1/2
δ
∩ C∞ then {Qx}x∈Rd = {Px}x∈Rd.
- 1D. Kinzebulatov, Yu.A. Sem¨
enov, arXiv:1710.06729
- 2D. Kinzebulatov, Annali SNS Pisa, 2017
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 7 / 27
Example: Critical-order singularity Let b(x) = c|x|−2x (is in F
1 2
δ )
Xt = −c t |Xs|−2Xsds + √ 2Wt
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 8 / 27
Example: Critical-order singularity Let b(x) = c|x|−2x (is in F
1 2
δ )
Xt = −c t |Xs|−2Xsds + √ 2Wt (c > 0, i.e. it pushes BM towards the origin)
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 8 / 27
Example: Critical-order singularity Let b(x) = c|x|−2x (is in F
1 2
δ )
Xt = −c t |Xs|−2Xsds + √ 2Wt (c > 0, i.e. it pushes BM towards the origin) A simple argument shows: if c ≥ d, then there is no weak solution By Theorem, if c < m−1
d 2 (d−2)2 (d−1)2 , weak solution exists
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 8 / 27
Example: Critical-order singularity Let b(x) = c|x|−2x (is in F
1 2
δ )
Xt = −c t |Xs|−2Xsds + √ 2Wt (c > 0, i.e. it pushes BM towards the origin) A simple argument shows: if c ≥ d, then there is no weak solution By Theorem, if c < m−1
d 2 (d−2)2 (d−1)2 , weak solution exists
(b has a critical-order singularity at x = 0, i.e. SDE “senses” c)
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 8 / 27
Comment: Gaussian bounds are no longer available “b ∈ F
1 2
δ ” destroys Gaussian bounds on the heat kernel of Λ ⊃ −∆ + b · ∇
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 9 / 27
Comment: Gaussian bounds are no longer available “b ∈ F
1 2
δ ” destroys Gaussian bounds on the heat kernel of Λ ⊃ −∆ + b · ∇
For example, for critical drift b(x) = δ d−2
2 |x|−2x, via desingularizing weights of
Milman-Sem¨ enov: Metafune, Sobajima, Spina, 2017 established sharp two-sided estimates e−tΛ(x, y) ≈ et∆(x, y)ϕt(y), where ϕt(y) =
- |y|−σ,
|y| √ t ≤ 1, 1 2, |y| √ t ≥ 2,
with σ = d−2
2 (1 −
√ 1 − δ)
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 9 / 27
Proof: The central analytic object is a Feller generator Suppose b ∈ Cb Then Λ = −∆ + b · ∇, D(Λ) = (1 − ∆)−1C∞ is a Feller generator By a classical result, e−tΛ determines probability measures Px on D([0, ∞), ¯ Rd) such that t → f(Xt) − f(x) − t (Λf)(Xs)ds is a Px martingale for all f ∈ D(Λ)
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 10 / 27
Proof: The central analytic object is a Feller generator Suppose b ∈ Cb Then Λ = −∆ + b · ∇, D(Λ) = (1 − ∆)−1C∞ is a Feller generator By a classical result, e−tΛ determines probability measures Px on D([0, ∞), ¯ Rd) such that t → f(Xt) − f(x) − t (Λf)(Xs)ds is a Px martingale for all f ∈ D(Λ) Here: know everything about D(Λ)
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 10 / 27
Proof: Can’t construct Feller generator as the algebraic sum for singular b Let b ∈ F
1 2
δ
Feller generator Λ = Λ(b) can’t be defined on C∞ as the algebraic sum −∆ + b · ∇ (the latter, in general, will not densely defined)
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 11 / 27
Proof: Can’t construct Feller generator as the algebraic sum for singular b Let b ∈ F
1 2
δ
Feller generator Λ = Λ(b) can’t be defined on C∞ as the algebraic sum −∆ + b · ∇ (the latter, in general, will not densely defined) Implicit connection: Set bn = eεn∆(1nb), 1n = 1{|x|≤n,|b(x)|≤n}, define Tt := s-C∞- lim
n e−tΛ(bn)
(existence?) where Λ(bn) = −∆ + bn · ∇, D(Λ) = (1 − ∆)−1C∞ The generator of Tt =: e−tΛ is a realization of −∆ + b · ∇ on C∞ D(Λ) =? (can’t hope to have an exhaustive description; C∞
c
⊂ D(Λ))
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 11 / 27
Detour in L2 A simpler problem: −∆ + b · ∇ as generator on some Lp The Kato class Kd+1
δ
condition says that b · ∇ is a Miyadera perturbation of −∆ in L1, so Λ1 := −∆ + b · ∇, D(Λ1) = D(−∆) in L1 generates a C0 semigroup in L1
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 12 / 27
Detour in L2 A simpler problem: −∆ + b · ∇ as generator on some Lp The Kato class Kd+1
δ
condition says that b · ∇ is a Miyadera perturbation of −∆ in L1, so Λ1 := −∆ + b · ∇, D(Λ1) = D(−∆) in L1 generates a C0 semigroup in L1 Moreover, since e−tΛ1f∞ ≤ f∞, f ∈ L1 ∩ L∞, one can define e−tΛp :=
- e−tΛ1 ↾L1∩Lp
clos
Lp→Lp ,
1 ≤ p < ∞
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 12 / 27
Detour in L2 A simpler problem: −∆ + b · ∇ as generator on some Lp If b ∈ F
1 2
δ : The standard tools of Perturbation Theory (such as Miyadera’s and
Hille’s theorems, form-method) are not applicable
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 13 / 27
Detour in L2 A simpler problem: −∆ + b · ∇ as generator on some Lp If b ∈ F
1 2
δ : The standard tools of Perturbation Theory (such as Miyadera’s and
Hille’s theorems, form-method) are not applicable e.g. form-method ∇u, ∇u + b · ∇u, u ≥ (1 − ε)∇u, ∇u − 1 4ε|b|2u, u, ε < 1 (but b is only in L1
loc!)
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 13 / 27
Detour in L2 Well, not quite: We can construct Λ2 ⊃ −∆ + b · ∇ with b ∈ F
1 2
δ using ideas of Lions and Hille3
(think of H+ ⊂ H ⊂ H− but with 6 spaces) Interesting: In comparison with the Kato-Lions-Lax-Milgram-Nelson (KLMN) Theorem, our approach yields a larger class of vector fields + greater regularity
- 3D. Kinzebulatov, Yu. A. Semenov, “On the theory of the Kolmogorov operator in the spaces
Lp and C∞. I”, arXiv:1709.08598
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 14 / 27
Historical remark
- 1. Well developed regularity theory of −∆ + b · ∇ with b ∈ Kd+1
δ
(Feller semigroup, Gaussian bounds)
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 15 / 27
Historical remark
- 1. Well developed regularity theory of −∆ + b · ∇ with b ∈ Kd+1
δ
(Feller semigroup, Gaussian bounds)
- 2. On the other hand, Kovalenko-Sem¨
enov (1990): For b ∈ Fδ, i.e. |b|(λ − ∆)− 1
2 2→2 ≤ δ
(contains e.g. Hardy drift b(x) = δ d−2
2 |x|−2x and Ld,∞, Campanato-Morrey,
but not Kd+1 ) constructed Feller semigroup via Moser-type iterations
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 15 / 27
Historical remark
- 1. Well developed regularity theory of −∆ + b · ∇ with b ∈ Kd+1
δ
(Feller semigroup, Gaussian bounds)
- 2. On the other hand, Kovalenko-Sem¨
enov (1990): For b ∈ Fδ, i.e. |b|(λ − ∆)− 1
2 2→2 ≤ δ
(contains e.g. Hardy drift b(x) = δ d−2
2 |x|−2x and Ld,∞, Campanato-Morrey,
but not Kd+1 ) constructed Feller semigroup via Moser-type iterations Relies on accretivity of −∆ + b · ∇ on Lp for b ∈ Fδ (don’t have it for b ∈ F
1 2
δ )
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 15 / 27
Historical remark
- 1. Well developed regularity theory of −∆ + b · ∇ with b ∈ Kd+1
δ
(Feller semigroup, Gaussian bounds)
- 2. On the other hand, Kovalenko-Sem¨
enov (1990): For b ∈ Fδ, i.e. |b|(λ − ∆)− 1
2 2→2 ≤ δ
(contains e.g. Hardy drift b(x) = δ d−2
2 |x|−2x and Ld,∞, Campanato-Morrey,
but not Kd+1 ) constructed Feller semigroup via Moser-type iterations Relies on accretivity of −∆ + b · ∇ on Lp for b ∈ Fδ (don’t have it for b ∈ F
1 2
δ )
Fδ1 + Kd+1
δ2
⊂ F
1 2
δ ,
δ = δ1 + δ2
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 15 / 27
Proof: Lp theory of −∆ + b · ∇, b ∈ F
1/2
δ
Start with an operator-valued function on Reζ ≥ λ Θp(ζ, b) := (ζ − ∆)−1 − (ζ − ∆)− 1
2 − 1 2q Qp(1 + Tp)−1Gp(ζ − ∆)− 1 2r′ Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 16 / 27
Proof: Lp theory of −∆ + b · ∇, b ∈ F
1/2
δ
Start with an operator-valued function on Reζ ≥ λ Θp(ζ, b) := (ζ − ∆)−1 − (ζ − ∆)− 1
2 − 1 2q Qp(1 + Tp)−1Gp(ζ − ∆)− 1 2r′
where Qp := (λ − ∆)
−
1 2q′ |b| 1 p′
Gp := b
1 p · ∇(λ − ∆)− 1 2 − 1 2r ,
Tp := b
1 p · ∇(λ − ∆)−1|b| 1 p′ ,
b
1 p := b|b| 1 p −1
for r < p < q < ∞ (a “candidate for the resolvent”; formally, Neumann series)
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 16 / 27
Proof: Lp theory of −∆ + b · ∇, b ∈ F
1/2
δ
Start with an operator-valued function on Reζ ≥ λ Θp(ζ, b) := (ζ − ∆)−1 − (ζ − ∆)− 1
2 − 1 2q Qp(1 + Tp)−1Gp(ζ − ∆)− 1 2r′
where Qp := (λ − ∆)
−
1 2q′ |b| 1 p′
Gp := b
1 p · ∇(λ − ∆)− 1 2 − 1 2r ,
Tp := b
1 p · ∇(λ − ∆)−1|b| 1 p′ ,
b
1 p := b|b| 1 p −1
for r < p < q < ∞ (a “candidate for the resolvent”; formally, Neumann series) Need: Tp ∈ B(Lp) (same for Qp, Gp)
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 16 / 27
Proof: Lp theory of −∆ + b · ∇, b ∈ F
1/2
δ
Need: Tp ∈ B(Lp) (same for Qp, Gp) b ∈ F
1 2
δ ⇔ |b|
1 2 (λ − ∆)− 1 2 |b| 1 2 2→2 ≤ mdδ yields (principal step)
|b|
1 p (λ − ∆)− 1 2 |b| 1 p′ p→p ≤ cpmdδ
(via Lp-inequalities of Liskevich-Sem¨ enov (1996) between (λ − ∆)
1 2 and
“potential” |b|)
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 17 / 27
Proof: Lp theory of −∆ + b · ∇, b ∈ F
1/2
δ
Need: Tp ∈ B(Lp) (same for Qp, Gp) b ∈ F
1 2
δ ⇔ |b|
1 2 (λ − ∆)− 1 2 |b| 1 2 2→2 ≤ mdδ yields (principal step)
|b|
1 p (λ − ∆)− 1 2 |b| 1 p′ p→p ≤ cpmdδ
(via Lp-inequalities of Liskevich-Sem¨ enov (1996) between (λ − ∆)
1 2 and
“potential” |b|) ⇒ Tpp→p < 1 (via |∇(ζ − ∆)−1(x, y)| md(κdReζ − ∆)− 1
2 (x, y)) iff
p ∈
- 2
1 + √1 − mdδ , 2 1 − √1 − mdδ
- Damir Kinzebulatov, U Laval, Qu´
ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 17 / 27
Proof: Lp theory of −∆ + b · ∇, b ∈ F
1/2
δ
Need: Tp ∈ B(Lp) (same for Qp, Gp) b ∈ F
1 2
δ ⇔ |b|
1 2 (λ − ∆)− 1 2 |b| 1 2 2→2 ≤ mdδ yields (principal step)
|b|
1 p (λ − ∆)− 1 2 |b| 1 p′ p→p ≤ cpmdδ
(via Lp-inequalities of Liskevich-Sem¨ enov (1996) between (λ − ∆)
1 2 and
“potential” |b|) ⇒ Tpp→p < 1 (via |∇(ζ − ∆)−1(x, y)| md(κdReζ − ∆)− 1
2 (x, y)) iff
p ∈
- 2
1 + √1 − mdδ , 2 1 − √1 − mdδ
- ⇒ the “candidate for the resolvent” Θp(ζ, b) is in B(Lp)
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 17 / 27
Proof: Lp theory of −∆ + b · ∇, b ∈ F
1/2
δ
Need: Tp ∈ B(Lp) (same for Qp, Gp) b ∈ F
1 2
δ ⇔ |b|
1 2 (λ − ∆)− 1 2 |b| 1 2 2→2 ≤ mdδ yields (principal step)
|b|
1 p (λ − ∆)− 1 2 |b| 1 p′ p→p ≤ cpmdδ
(via Lp-inequalities of Liskevich-Sem¨ enov (1996) between (λ − ∆)
1 2 and
“potential” |b|) ⇒ Tpp→p < 1 (via |∇(ζ − ∆)−1(x, y)| md(κdReζ − ∆)− 1
2 (x, y)) iff
p ∈
- 2
1 + √1 − mdδ , 2 1 − √1 − mdδ
- ⇒ the “candidate for the resolvent” Θp(ζ, b) is in B(Lp)
(Don’t need any of this for the Kato class. For Kato p ∈ [1, ∞[)
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 17 / 27
Proof: Lp theory of −∆ + b · ∇, b ∈ F
1/2
δ
Θp(λ, b) is the resolvent of the generator of a holomorphic semigroup on Lp:
4apriori the domain of ζ → (ζ + Λp(bn))−1 may depend on n Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 18 / 27
Proof: Lp theory of −∆ + b · ∇, b ∈ F
1/2
δ
Θp(λ, b) is the resolvent of the generator of a holomorphic semigroup on Lp: In five steps:
4apriori the domain of ζ → (ζ + Λp(bn))−1 may depend on n Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 18 / 27
Proof: Lp theory of −∆ + b · ∇, b ∈ F
1/2
δ
Θp(λ, b) is the resolvent of the generator of a holomorphic semigroup on Lp: In five steps: for Re ζ κdλ and n = 1, 2, . . .
4apriori the domain of ζ → (ζ + Λp(bn))−1 may depend on n Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 18 / 27
Proof: Lp theory of −∆ + b · ∇, b ∈ F
1/2
δ
Θp(λ, b) is the resolvent of the generator of a holomorphic semigroup on Lp: In five steps: for Re ζ κdλ and n = 1, 2, . . . Θp(ζ, bn)p→p, Θp(ζ, b)p→p c|ζ|−1
4apriori the domain of ζ → (ζ + Λp(bn))−1 may depend on n Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 18 / 27
Proof: Lp theory of −∆ + b · ∇, b ∈ F
1/2
δ
Θp(λ, b) is the resolvent of the generator of a holomorphic semigroup on Lp: In five steps: for Re ζ κdλ and n = 1, 2, . . . Θp(ζ, bn)p→p, Θp(ζ, b)p→p c|ζ|−1 Θp(ζ, bn) is a pseudo-resolvent
4apriori the domain of ζ → (ζ + Λp(bn))−1 may depend on n Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 18 / 27
Proof: Lp theory of −∆ + b · ∇, b ∈ F
1/2
δ
Θp(λ, b) is the resolvent of the generator of a holomorphic semigroup on Lp: In five steps: for Re ζ κdλ and n = 1, 2, . . . Θp(ζ, bn)p→p, Θp(ζ, b)p→p c|ζ|−1 Θp(ζ, bn) is a pseudo-resolvent Θp(ζ, bn) coincides with the resolvent4(ζ + Λp(bn))−1
4apriori the domain of ζ → (ζ + Λp(bn))−1 may depend on n Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 18 / 27
Proof: Lp theory of −∆ + b · ∇, b ∈ F
1/2
δ
Θp(λ, b) is the resolvent of the generator of a holomorphic semigroup on Lp: In five steps: for Re ζ κdλ and n = 1, 2, . . . Θp(ζ, bn)p→p, Θp(ζ, b)p→p c|ζ|−1 Θp(ζ, bn) is a pseudo-resolvent Θp(ζ, bn) coincides with the resolvent4(ζ + Λp(bn))−1 Θp(ζ, bn)
s
→ Θp(ζ, b) in Lp as n ↑ ∞
4apriori the domain of ζ → (ζ + Λp(bn))−1 may depend on n Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 18 / 27
Proof: Lp theory of −∆ + b · ∇, b ∈ F
1/2
δ
Θp(λ, b) is the resolvent of the generator of a holomorphic semigroup on Lp: In five steps: for Re ζ κdλ and n = 1, 2, . . . Θp(ζ, bn)p→p, Θp(ζ, b)p→p c|ζ|−1 Θp(ζ, bn) is a pseudo-resolvent Θp(ζ, bn) coincides with the resolvent4(ζ + Λp(bn))−1 Θp(ζ, bn)
s
→ Θp(ζ, b) in Lp as n ↑ ∞ µ Θp(µ, bn)
s
→ 1 as µ ↑ ∞ in Lp uniformly in n.
4apriori the domain of ζ → (ζ + Λp(bn))−1 may depend on n Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 18 / 27
Proof: Lp theory of −∆ + b · ∇, b ∈ F
1/2
δ
Θp(λ, b) is the resolvent of the generator of a holomorphic semigroup on Lp: In five steps: for Re ζ κdλ and n = 1, 2, . . . Θp(ζ, bn)p→p, Θp(ζ, b)p→p c|ζ|−1 Θp(ζ, bn) is a pseudo-resolvent Θp(ζ, bn) coincides with the resolvent4(ζ + Λp(bn))−1 Θp(ζ, bn)
s
→ Θp(ζ, b) in Lp as n ↑ ∞ µ Θp(µ, bn)
s
→ 1 as µ ↑ ∞ in Lp uniformly in n. By the Trotter Approximation Theorem, the limit Θp(ζ, b) is the resolvent of the generator Λp of a holomorphic semigroup on Lp Λp ⊃ −∆ + b · ∇
4apriori the domain of ζ → (ζ + Λp(bn))−1 may depend on n Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 18 / 27
Proof: Lp theory of −∆ + b · ∇, b ∈ F
1/2
δ
Thus, Θp(ζ, b) = (ζ + Λp)−1 ⇒ The very definition of Θp(ζ, b) yields D(Λp) ⊂ W1+ 1
q ,p,
any q > p for p ∈
- 2
1+√ 1−mdδ , 2 1−√ 1−mdδ
- Damir Kinzebulatov, U Laval, Qu´
ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 19 / 27
Proof: The Lp theory of −∆ + b · ∇ is a “trampoline” to C∞ For p > d − 1, by the Sobolev Embedding Theorem Θp(µ, b)Lp ⊂ C∞ ∩ C0,γ Define (µ + Λ(b))−1 := [Θp(µ, b) ↾C∞∩Lp]clos
C∞
(appeal again to Trotter but now in C∞) Λ(b) ⊃ −∆ + b · ∇ is Feller generator5 Remarks: We have transferred the proof of convergence in C∞ to Lp, p > d − 1, a space having much weaker topology (locally) Earlier proofs, for b ∈ Kd+1 , verified convergence in C∞ directly (Arzela-Ascoli)
- 5D. Kinzebulatov, Annali SNS, 2017
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 20 / 27
A comment about Schr¨
- dinger operators . . .
−∆ + V is a Feller generator if V is in the Kato class Kd
0 (E.-M. Ouhabaz,
- P. Stollmann, K.-Th. Sturm, J. Voigt, 1994)
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 21 / 27
A comment about Schr¨
- dinger operators . . .
−∆ + V is a Feller generator if V is in the Kato class Kd
0 (E.-M. Ouhabaz,
- P. Stollmann, K.-Th. Sturm, J. Voigt, 1994)
For potentials, can’t go beyond the Kato class Kd
0 (J. Voigt, 1995)
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 21 / 27
−∆ + b · ∇ – classes of vector fields b studied in the literature [Lp + L∞]d (p > d) [Ld + L∞]d Fδ2 [Ld,∞ + L∞]d Kd+1
δ
Kd+1 F
1 2
δ
- ∗
✺✺✺✺✺✺✺✺
- ✈
✈ ✈ ✈ ✈ ✈ ✈ ✈ ✈ ✈ ✈ ✺✺✺✺✺✺✺✺✺✺✺✺✺✺✺✺✺✺✺
- ✠
✠ ✠ ✠ ✠ ✠ ✠ ✠ ✺✺✺✺✺✺✺✺
- ✠
✠ ✠ ✠ ✠ ✠ ✠ ✠
Remark: For Schr¨
- dinger operators there is no this dichotomy
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 22 / 27
To the SDEs6 . . .
- 6D. Kinzebulatov, Yu.A. Sem¨
enov, ”Brownian motion with general drift”, arXiv:1710.06729
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 23 / 27
Proof: The analytic results behind the SDE characterization Let b ∈ F
1/2
δ
. We need:
- 1. Weight
ρ(x) := (1 + l|x|2)−ν with l, ν > 0 to be chosen Technical Lemma Fix p > d − 1. Then for l > 0 small,
- ρ(µ + Λ(bn))−1h
- ∞ ≤ K1ρhp,
(∗)
- ρ(µ + Λ(bn))−1|bm|h
- ∞ ≤ K2|bm|
1 p ρhp,
h ∈ C∞
c
(∗∗) Proof: Commute ρ in resolvent representation via |∇ρ| ≤ C1 √ lρ, |∆ρ| ≤ C2lρ (∗) allows to control behaviour at ∞ (replaces upper Gaussian bound) (∗∗) allows to control t
0 Ex[bn · ∇g](Xs)ds (e.g. in martingale problem)
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 24 / 27
We need: 2. e−tΛ(b) = s-C∞- lim
n e−tΛ(bn)
(in fact, that’s how we construct e−tΛ(b)), where Λ(bn) = −∆ + bn · ∇, D(Λ(bn)) = (1 − ∆)−1C∞
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 25 / 27
Proof: Outline The approximation result and the Technical Lemma allow to prove:
- 1. Trajectories do not escape to ∞
- 2. Px solve martingale problem on D([0, ∞), Rd)
t → f(Xt) − f(x) − t (−∆f + b · ∇f)(Xs)ds for all f ∈ C∞
c
(not for D(Λ(b)) – don’t even know if it separates closed sets)
- 3. A standard argument yields that the trajectories are continuous
- 4. SDE (use weights to get f(x) = xi, f(x) = xixj)
- 5. Uniqueness: The resolvent representation + a standard argument
Remark: Uniqueness in law? ∇(λ + Λ(b))−1f ∈ L∞ if b ∈ F
1 2
δ
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 26 / 27
In conclusion: Discontinuous diffusion matrix, singular drift Recently: Itˆ
- SDE (also Stratonovich)
X(t) = x − t b(X(s))ds + t σ(X(s))dW(s), x ∈ Rd, 1) b ∈ Fδ, i.e. |b|2 ∈ L2
loc ≡ L2 loc(Rd) and
|b|(λ − ∆)− 1
2 2→2
√ δ (previous examples, e.g. weak Ld, but not the Kato class)
7D.Kinzebulatov, Yu.A.Semenov, “Stochastic differential equations with singular
(form-bounded) drift” arXiv:1904.01268
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 27 / 27
In conclusion: Discontinuous diffusion matrix, singular drift Recently: Itˆ
- SDE (also Stratonovich)
X(t) = x − t b(X(s))ds + t σ(X(s))dW(s), x ∈ Rd, 1) b ∈ Fδ, i.e. |b|2 ∈ L2
loc ≡ L2 loc(Rd) and
|b|(λ − ∆)− 1
2 2→2
√ δ (previous examples, e.g. weak Ld, but not the Kato class) 2) a := σσ⊺ is uniformly elliptic and ∇ra·ℓ ∈ Fγrℓ (1 ≤ r, ℓ ≤ d).
7D.Kinzebulatov, Yu.A.Semenov, “Stochastic differential equations with singular
(form-bounded) drift” arXiv:1904.01268
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 27 / 27
In conclusion: Discontinuous diffusion matrix, singular drift Recently: Itˆ
- SDE (also Stratonovich)
X(t) = x − t b(X(s))ds + t σ(X(s))dW(s), x ∈ Rd, 1) b ∈ Fδ, i.e. |b|2 ∈ L2
loc ≡ L2 loc(Rd) and
|b|(λ − ∆)− 1
2 2→2
√ δ (previous examples, e.g. weak Ld, but not the Kato class) 2) a := σσ⊺ is uniformly elliptic and ∇ra·ℓ ∈ Fγrℓ (1 ≤ r, ℓ ≤ d). Examples: a(x) = I + cx ⊗ x |x|2 , c > −1 a(x) = I + c(sin log(|x|))2e ⊗ e, e ∈ Rd, |e| = 1,
- r their infinite sum (geometry of discontinuities is not important)
7D.Kinzebulatov, Yu.A.Semenov, “Stochastic differential equations with singular
(form-bounded) drift” arXiv:1904.01268
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 27 / 27
In conclusion: Discontinuous diffusion matrix, singular drift Recently: Itˆ
- SDE (also Stratonovich)
X(t) = x − t b(X(s))ds + t σ(X(s))dW(s), x ∈ Rd, 1) b ∈ Fδ, i.e. |b|2 ∈ L2
loc ≡ L2 loc(Rd) and
|b|(λ − ∆)− 1
2 2→2
√ δ (previous examples, e.g. weak Ld, but not the Kato class) 2) a := σσ⊺ is uniformly elliptic and ∇ra·ℓ ∈ Fγrℓ (1 ≤ r, ℓ ≤ d). Examples: a(x) = I + cx ⊗ x |x|2 , c > −1 a(x) = I + c(sin log(|x|))2e ⊗ e, e ∈ Rd, |e| = 1,
- r their infinite sum (geometry of discontinuities is not important)
Proof7: A different technique (essentially, “differentiate the equation without differentiating the drift”) – better control over relative bound δ
7D.Kinzebulatov, Yu.A.Semenov, “Stochastic differential equations with singular
(form-bounded) drift” arXiv:1904.01268
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 27 / 27
Thank you http://archimede.mat.ulaval.ca/pages/kinzebulatov
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 29 / 27
Liskevich-Sem¨ enov: A, a symmetric Markov generator. Then r ∈]1, ∞[ 0 u ∈ D(Ar) ⇒ v := u
r 2 ∈ D(A 1 2 ) and c−1
r A
1 2 v2
2 Aru, ur−1.
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 30 / 27
Liskevich-Sem¨ enov: A, a symmetric Markov generator. Then r ∈]1, ∞[ 0 u ∈ D(Ar) ⇒ v := u
r 2 ∈ D(A 1 2 ) and c−1
r A
1 2 v2
2 Aru, ur−1.
Let Aru = |f|, f ∈ Lr. Note that ur µ− 1
2 fr. Since b ∈ F 1 2
δ , we have
(crδ)−1|b|
1 2 v2
2 Aru, ur−1,
and so |b|
1 r ur
r crδfrur−1 r
, |b|
1 r A−1
r |f|r r crδµ− r−1
2 fr
r.
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 30 / 27
Let Y be a (complex) Banach space. A pseudo-resolvent Rζ is a function defined on a subset O of the complex ζ-plane with values in B(Y ) such that Rζ − Rη = (η − ζ)RζRη, ζ, η ∈ O. Clearly, Rζ have common null-set. Theorem (E. Hille) If the null-set of Rζ is {0}, then Rζ is the resolvent of a closed linear
- perator A, the range of Rζ coincides with D(A), and A = R−1
ζ
− ζ. Proof: Put A := R−1
ζ
− ζ. Since Rζ is closed, so is R−1
ζ
and A. A straightforward calculation shows that (ζ + A)Rζf = f, f ∈ Y , and Rζ(ζ + A)g = g, g ∈ D(A), as needed. Theorem (E. Hille) If there exists a sequence of numbers {µk} ⊂ O such that limk |µk| = ∞ and supk µkRµkY →Y < ∞, then the set {y ∈ Y : limk µkRµky = y} is contained in the closure of the range of Rζ. Proof: Indeed, let limk µkRµky = y. That is, for every ε > 0, there exists k such that y − µkRµky < ε, so y belongs to the closure of the range of Rζ.
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 31 / 27
Consider a sequence of C0 semigroups e−tAk on a (complex) Banach space Y . Theorem (H.F. Trotter) Let sup
k
(µ + Ak)−1Y →Y ≤ µ−1, µ > ω,
- r
sup
k
(z + Ak)−1Y →Y ≤ C|z|−1, Re z > ω, and let s- limµ→∞ µ(µ + Ak)−1 = 1 uniformly in k. Let s- limk(ζ + Ak)−1 exist for some ζ with Re ζ > ω. Then there is a C0 semigroup e−tA such that (z + Ak)−1
s
→ (z + A)−1 for every Re z > ω, and e−tAk
s
→ e−tA uniformly in any finite interval of t ≥ 0.
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 32 / 27
Theorem (Hille Pertrubation Theorem) Let e−tA be a symmetric Markov semigroup, K a linear operator in Lr for some r ∈]1, ∞[. If for some λ > 0 K(λ + Ar)−1r→r < 1
2, then
−Λr := −Ar − K of domain D(Ar) is the generator of a quasi bounded holomorphic semigroup on Lr.
Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 33 / 27
md := π
1 2 (2e)− 1 2 d d 2 (d − 1) 1−d 2 Damir Kinzebulatov, U Laval, Qu´ ebec http://archimede.mat.ulaval.ca/pages/kinzebulatov 34 / 27