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Variational Inequalities for the Ornstein–Uhlenbeck Semigroup: The Higher-Dimensional Case

  • Valentina Casarino,
  • Paolo Ciatti,
  • Peter Sjögren

摘要

We study the \(\varrho \) ϱ -th order variation seminorm of a general Ornstein–Uhlenbeck semigroup \(\left( \mathcal H_t\right) _{t>0}\) H t t > 0 in \(\mathbb {R}^n\) R n , taken with respect to t. We prove that this seminorm defines an operator of weak type (1, 1) with respect to the invariant measure when \(\varrho > 2\) ϱ > 2 . For large t, one has an enhanced version of the standard weak-type (1, 1) bound. For small t, the proof hinges on vector-valued Calderón–Zygmund techniques in the local region, and on the fact that the t derivative of the integral kernel of \({\mathcal {H}}_t\) H t in the global region has a bounded number of zeros in (0, 1]. A counterexample is given for \(\varrho = 2\) ϱ = 2 ; in fact, we prove that the second-order variation seminorm of \(\left( \mathcal H_t\right) _{t>0}\) H t t > 0 , and therefore also the \(\varrho \) ϱ -th order variation seminorm for any \(\varrho \in [1,2)\) ϱ [ 1 , 2 ) , is not of strong nor weak type (pp) for any \(p \in [1,\infty )\) p [ 1 , ) with respect to the invariant measure.