Gradient estimates and domain identification for analytic Ornstein-Uhlenbeck operators

Let P be the Ornstein-Uhlenbeck semigroup associated with the stochastic Cauchy problem dU(t)=AU(t)dt+dWH(t), where A is the generator of a C 0-semigroup S on a Banach space E, H is a Hilbert subspace of E, and W H is an H-cylindrical Brownian motion. Assuming that S restricts to a C 0-semigroup on H, we obtain L p -bounds for D H P(t). We show that if P is analytic, then the invariance assumption is fulfilled. As an application we determine the L p -domain of the generator of P explicitly in the case where S restricts to a C 0-semigroup on H which is similar to an analytic contraction semigroup. The results are applied to the 1D stochastic heat equation driven by additive space-time white noise.