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Maximal Sobolev regularity for solutions of elliptic equations in infinite dimensional Banach spaces endowed with a weighted Gaussian measure

Abstract

Let XX be a separable Banach space endowed with a non-degenerate centered Gaussian measure μ\mu. The associated Cameron-Martin space is denoted by HH. Let ν=eUμ\nu=e^{-U}\mu, where eUe^{-U} is a sufficiently regular weight and U:XRU:X\rightarrow\mathbb{R} is a convex and continuous function. In this paper we are interested in the W2,2W^{2,2} regularity of the weak solutions of elliptic equations of the type λuLνu=f,\lambda u-L_\nu u=f, where λ>0\lambda>0, fL2(X,ν)f\in L^2(X,\nu) and LνL_\nu is the self-adjoint operator associated with the quadratic form \[(\psi,\varphi)\mapsto \int_X\left\langle\nabla_H\psi,\nabla_H\varphi\right\rangle_Hd\nu\qquad\psi,\varphi\in W^{1,2}(X,\nu).\

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