Variational inequalities for the Ornstein--Uhlenbeck semigroup: the higher--dimensional case

TL;DR

This paper investigates the variation seminorms of the Ornstein--Uhlenbeck semigroup in higher dimensions, establishing weak-type bounds for orders greater than 2 and providing counterexamples for lower orders.

Contribution

It proves weak-type (1,1) bounds for the $ ho$-th order variation seminorm when $ ho > 2$, extending understanding of the semigroup's regularity properties in multiple dimensions.

Findings

Weak-type (1,1) bound for $ ho$-th variation seminorm when $ ho > 2$

Enhanced bounds for large $t$ in the semigroup

Counterexample showing failure of bounds for $ ho o 2$

Abstract

We study the $\varrho$-th order variation seminorm of a general Ornstein--Uhlenbeck semigroup $\left(\mathcal H_t\right)_{t>0}$ in $\mathbb R^n$, 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 $\varrho> 2$. 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 Calder\'on--Zygmund techniques in the local region, and on the fact that the $t$ derivative of the integral kernel of $\mathcal H_t$ in the global region has a bounded number of zeros in $(0,1]$. A counterexample is given for $\varrho= 2$; in fact, we prove that the second order variation seminorm of $\left(\mathcal H_t\right)_{t>0}$, and therefore also the $\varrho$-th order variation seminorm for any $\varrho\in [1,2)$, is not of strong nor weak type $(p,p)$ for any $p \in [1,\infty)$ with respect to the invariant measure.