Norm discontinuity and spectral properties of Ornstein-Uhlenbeck semigroups

Let $E$ be a real Banach space. We study the Ornstein-Uhlenbeck semigroup $P(t)$ associated with the Ornstein-Uhlenbeck operator $$Lf(x) = \frac12 {\rm Tr} Q D^2 f(x) + .$$ Here $Q$ is a positive symmetric operator from $E^*$ to $E$ and $A$ is the generator of a $C_0$-semigroup $S(t)$ on $E$. Under the assumption that $P$ admits an invariant measure $\mu$ we prove that if $S$ is eventually compact and the spectrum of its generator is nonempty, then \n P(t)-P(s)\n_{L^1(E,\mu)} = 2 for all $t,s\ge 0$ with $t\not=s$. This result is new even when $E = \R^n$. We also study the behaviour of $P$ in the space $BUC(E)$. We show that if $A\not=0$ there exists $t_0>0$ such that \n P(t)-P(s)\n_{BUC(E)} = 2 for all $0\le t,s\le t_0$ with $t\not=s$. Moreover, under a nondegeneracy assumption or a strong Feller assumption, the following dichotomy holds: either \n P(t)- P(s)\n_{BUC(E)} = 2 for all $t,s\ge 0$, \ $t\not=s$, or $S$ is the direct sum of a nilpotent semigroup and a finite-dimensional periodic semigroup. Finally we investigate the spectrum of $L$ in the spaces $L^1(E,\mu)$ and $BUC(E)$.Comment: 14 pages; to appear in J. Evolution Equation

Stochastic integration in UMD Banach spaces

In this paper we construct a theory of stochastic integration of processes with values in $\mathcal{L}(H,E)$, where $H$ is a separable Hilbert space and $E$ is a UMD Banach space (i.e., a space in which martingale differences are unconditional). The integrator is an $H$-cylindrical Brownian motion. Our approach is based on a two-sided $L^p$-decoupling inequality for UMD spaces due to Garling, which is combined with the theory of stochastic integration of $\mathcal{L}(H,E)$-valued functions introduced recently by two of the authors. We obtain various characterizations of the stochastic integral and prove versions of the It\^{o} isometry, the Burkholder--Davis--Gundy inequalities, and the representation theorem for Brownian martingales.Comment: Published at http://dx.doi.org/10.1214/009117906000001006 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

Stochastic evolution equations in UMD Banach spaces

We discuss existence, uniqueness, and space-time H\"older regularity for solutions of the parabolic stochastic evolution equation dU(t) = (AU(t) + F(t,U(t))) dt + B(t,U(t)) dW_H(t), t\in [0,\Tend], U(0) = u_0, where $A$ generates an analytic $C_0$-semigroup on a UMD Banach space $E$ and $W_H$ is a cylindrical Brownian motion with values in a Hilbert space $H$. We prove that if the mappings $F:[0,T]\times E\to E$ and $B:[0,T]\times E\to \mathscr{L}(H,E)$ satisfy suitable Lipschitz conditions and $u_0$ is \F_0-measurable and bounded, then this problem has a unique mild solution, which has trajectories in C^\l([0,T];\D((-A)^\theta) provided $\lambda\ge 0$ and $\theta\ge 0$ satisfy \l+\theta<\frac12. Various extensions of this result are given and the results are applied to parabolic stochastic partial differential equations.Comment: Accepted for publication in Journal of Functional Analysi

Ito's formula in UMD Banach spaces and regularity of solutions of the Zakai equation

Using the theory of stochastic integration for processes with values in a UMD Banach space developed recently by the authors, an Ito formula is proved which is applied to prove the existence of strong solutions for a class of stochastic evolution equations in UMD Banach spaces. The abstract results are applied to prove regularity in space and time of the solutions of the Zakai equation.Comment: Accepted for publication in Journal of Differential Equation

Bottom quark electroproduction in variable flavor number schemes

Two variable flavor number schemes are used to describe bottom quark production in deep inelastic electron-proton scattering. In these schemes the coefficient functions are derived from mass factorization of the heavy quark coefficient functions presented in a fixed flavor number scheme. Also one has to construct a parton density set with five light flavors (u,d,s,c,b) out of a set which only contains four light flavors (u,d,s,c). In order $\alpha_s^2$ the two sets are discontinuous at $\mu=m_b$ which follows from mass factorization of the heavy quark coefficient functions when it is carried out in the ${\bar {\rm MS}}$-scheme. Both variable flavor number schemes give almost identical predictions for the bottom structure functions $F_{2,b}$ and $F_{L,b}$. Also they both agree well with the corresponding results based on fixed order four-flavor perturbation theory over a wide range in $x$ and $Q^2$.Comment: Latex with seventeen PostScript figure

Stochastic evolution equations driven by Liouville fractional Brownian motion

Let H be a Hilbert space and E a Banach space. We set up a theory of stochastic integration of L(H,E)-valued functions with respect to H-cylindrical Liouville fractional Brownian motions (fBm) with arbitrary Hurst parameter in the interval (0,1). For Hurst parameters in (0,1/2) we show that a function F:(0,T)\to L(H,E) is stochastically integrable with respect to an H-cylindrical Liouville fBm if and only if it is stochastically integrable with respect to an H-cylindrical fBm with the same Hurst parameter. As an application we show that second-order parabolic SPDEs on bounded domains in \mathbb{R}^d, driven by space-time noise which is white in space and Liouville fractional in time with Hurst parameter in (d/4,1) admit mild solution which are H\"older continuous both and space.Comment: To appear in Czech. Math.

Conical square function estimates in UMD Banach spaces and applications to H-infinity functional calculi

We study conical square function estimates for Banach-valued functions, and introduce a vector-valued analogue of the Coifman-Meyer-Stein tent spaces. Following recent work of Auscher-McIntosh-Russ, the tent spaces in turn are used to construct a scale of vector-valued Hardy spaces associated with a given bisectorial operator (A) with certain off-diagonal bounds, such that (A) always has a bounded (H^{\infty})-functional calculus on these spaces. This provides a new way of proving functional calculus of (A) on the Bochner spaces (L^p(\R^n;X)) by checking appropriate conical square function estimates, and also a conical analogue of Bourgain's extension of the Littlewood-Paley theory to the UMD-valued context. Even when (X=\C), our approach gives refined (p)-dependent versions of known results.Comment: 28 pages; submitted for publicatio

Comparison between variable flavor number schemes for charm quark electroproduction

Where appropriate, the abbreviation 'VFNS' is replaced by 'CSN' to indicate the scheme using massive heavy quark coefficient functions proposed in this paper. The text below Eq. (2.13) and between Eqs. (2.33) and (2.36) has been considerably changed.Comment: 64 pages, LaTeX, 16 Postscript figure