Weak Sobolev spaces and Markov uniqueness of operators

نویسنده

  • Andreas Eberle
چکیده

We introduce the notion of a generalized diierential on an abstract measure space and construct corresponding strong and weak Sobolev spaces. We show that the validity of a \weak equals strong"{theorem, i. e. the coincidence of the weak and strong Sobolev space, implies Markov uniqueness for the diiusion operator corresponding to the generalized diierential. Applications include a necessary and suucient condition for Markov uniqueness for nite{dimensional, locally strictly elliptic diiusion operators, and an abstract condition for Markov uniqueness for Ornstein{Uhlenbeck operators on path spaces of compact Riemannian manifolds. Espaces de Sobolev faibles et unicit e markovien d'op erateurs de diiusion R ESUM E. On introduit la notion d'une dii erentielle g en eralis ee sur un espace mesur e abstrait, et on construit des espaces de Sobolev forts et faibles correspondants. On d emontre que la validit e d'un th eor eme \faible = fort", c'est a dire la co ncidence des espaces de Sobolev faible et fort, implique l'unicit e markovien de l'op erateur de diiusion associ e a la dii erentielle g en eralis ee. Comme des applications, on obtient une condition n ecessaire et suusante pour l'unicit e markovien d'op erateurs de diiusion localement strictement elliptiques en dimension nie, et une condition abstraite pour l'unicit e markovien d'op erateur d'Ornstein{Uhlenbeck sur l'espace des chemins d'une vari et e riemannienne compacte.

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تاریخ انتشار 1995